+951.3%
APH vs NEM
+318.7%
+632.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.5% | +4.7% | +7.6% |
| 7D | +1.1% | +14.7% | -13.6% | -1.4% |
| 30D | -7.5% | +6.2% | -13.7% | -8.6% |
| 3M | -4.4% | +11.0% | -15.5% | -6.4% |
| 6M | +26.5% | +7.9% | +18.6% | +24.1% |
| YTD | +20.0% | +26.2% | -6.1% | +14.3% |
| 1Y | +16.9% | +51.5% | -34.6% | +8.2% |
| 3Y | +288.5% | +290.6% | -2.1% | +210.6% |
| 5Y | +310.3% | +153.1% | +157.2% | +240.0% |
| 10Y | +951.3% | +332.4% | +618.9% | +739.7% |
| All | +951.3% | +318.7% | +632.6% | +739.7% |
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