+282.2%
APH vs NEM
+144.1%
+138.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +3.9% |
| 7D | -5.9% | +13.4% | -19.4% | -8.4% |
| 30D | -14.8% | +6.5% | -21.3% | -16.0% |
| 3M | -12.4% | +14.9% | -27.3% | -15.1% |
| 6M | +8.1% | +5.5% | +2.6% | +6.1% |
| YTD | +10.9% | +21.9% | -10.9% | +5.5% |
| 1Y | +8.8% | +47.9% | -39.1% | +0.1% |
| 3Y | +262.1% | +238.2% | +23.9% | +189.5% |
| All | +282.2% | +144.1% | +138.0% | +217.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling