+277.3%
NEM vs AS
+120.4%
+157.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -2.3% |
| 7D | +0.3% | -4.9% | +5.2% | +1.0% |
| 30D | +23.1% | -19.6% | +42.7% | +26.8% |
| 3M | +18.5% | -14.4% | +32.9% | +20.9% |
| 6M | +7.8% | -20.1% | +27.9% | +10.6% |
| YTD | +29.1% | -20.9% | +50.0% | +32.6% |
| 1Y | +72.7% | -21.9% | +94.5% | +77.2% |
| All | +277.3% | +120.4% | +157.0% | +243.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling