+1,278.0%
AAPL vs NEM
+319.0%
+959.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | +3.8% | -1.0% | +4.8% | +3.9% |
| 30D | +9.9% | +7.8% | +2.1% | +9.0% |
| 3M | +12.5% | +30.2% | -17.7% | +9.3% |
| 6M | +27.6% | +9.6% | +18.0% | +25.7% |
| YTD | +22.6% | +27.8% | -5.3% | +18.4% |
| 1Y | +45.0% | +60.7% | -15.7% | +35.9% |
| 3Y | +87.8% | +245.3% | -157.5% | +59.0% |
| 5Y | +128.7% | +155.3% | -26.7% | +97.5% |
| All | +1,278.0% | +319.0% | +959.0% | +1,068.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 10y: compounded portfolio wealth divided by compounded NEM 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…
10y analysis · Full analysis span regression · 6 months rolling