+115.4%
NEM vs AUR
-36.7%
+152.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.8% |
| 7D | -3.3% | +0.2% | -3.4% | -3.3% |
| 30D | +7.8% | -8.9% | +16.8% | +8.4% |
| 3M | +36.3% | +4.6% | +31.6% | +35.6% |
| 6M | +6.6% | +44.9% | -38.3% | +4.0% |
| YTD | +27.1% | +64.8% | -37.7% | +23.3% |
| 1Y | +62.3% | +16.4% | +46.0% | +59.6% |
| 3Y | +245.1% | +85.1% | +160.0% | +223.3% |
| 5Y | +154.0% | -36.1% | +190.1% | +124.0% |
| All | +115.4% | -36.7% | +152.1% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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