+968.6%
NEM vs AU
+783.5%
+185.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.1% |
| 7D | +3.9% | -0.3% | +4.1% | +4.1% |
| 30D | +12.7% | +12.8% | 0.0% | +4.9% |
| 3M | +28.7% | +28.5% | +0.2% | +10.7% |
| 6M | +9.8% | +4.8% | +4.9% | +5.6% |
| YTD | +28.1% | +31.0% | -2.9% | +7.6% |
| 1Y | +69.3% | +81.4% | -12.1% | +17.4% |
| 3Y | +247.7% | +618.4% | -370.8% | +0.7% |
| 5Y | +153.4% | +686.3% | -532.9% | -34.8% |
| 10Y | +291.3% | +664.5% | -373.2% | -20.5% |
| All | +968.6% | +783.5% | +185.1% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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