+930.0%
APH vs NEM
+363.4%
+566.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -1.8% |
| 7D | +4.9% | -6.4% | +11.3% | +6.0% |
| 30D | -5.4% | +1.4% | -6.8% | -5.8% |
| 3M | -5.5% | -0.7% | -4.7% | -5.6% |
| 6M | +25.9% | -4.5% | +30.4% | +26.0% |
| YTD | +16.4% | +14.0% | +2.3% | +12.6% |
| 1Y | +16.5% | +27.3% | -10.8% | +10.7% |
| 3Y | +270.9% | +250.5% | +20.4% | +201.1% |
| 5Y | +289.5% | +121.1% | +168.4% | +229.1% |
| All | +930.0% | +363.4% | +566.6% | +728.8% |
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