+285.6%
APH vs NEM
+251.6%
+34.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.3% |
| 7D | +5.0% | +0.3% | +4.7% | +4.8% |
| 30D | -3.9% | +23.1% | -27.0% | -8.4% |
| 3M | +13.0% | +18.5% | -5.5% | +8.2% |
| 6M | +25.2% | +7.8% | +17.4% | +21.5% |
| YTD | +22.9% | +29.1% | -6.2% | +14.6% |
| 1Y | +47.8% | +72.7% | -24.8% | +30.4% |
| All | +285.6% | +251.6% | +34.0% | +194.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling