+61,451.9%
APH vs NEM
+597.9%
+60,854.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.8% | -49.6% | -48.0% |
| 7D | -48.7% | -3.0% | -45.7% | -48.6% |
| 30D | -51.9% | +23.1% | -75.0% | -53.0% |
| 3M | -43.6% | +18.5% | -62.0% | -44.6% |
| 6M | -37.5% | +7.8% | -45.3% | -38.3% |
| YTD | -38.6% | +29.1% | -67.7% | -40.4% |
| 1Y | -26.3% | +72.7% | -99.0% | -30.3% |
| 3Y | +89.2% | +248.7% | -159.5% | +67.6% |
| 5Y | +119.8% | +148.7% | -28.9% | +98.2% |
| 10Y | +454.3% | +304.8% | +149.5% | +375.8% |
| All | +61,451.9% | +597.9% | +60,854.0% | +51,136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling