+119,301.1%
APH vs NEM
+558.8%
+118,742.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +4.0% |
| 7D | -5.9% | +13.4% | -19.4% | -7.1% |
| 30D | -14.8% | +6.5% | -21.3% | -15.4% |
| 3M | -12.4% | +14.9% | -27.3% | -13.7% |
| 6M | +8.1% | +5.5% | +2.6% | +7.2% |
| YTD | +10.9% | +21.9% | -10.9% | +8.4% |
| 1Y | +8.8% | +47.9% | -39.1% | +4.4% |
| 3Y | +262.1% | +238.2% | +23.9% | +222.0% |
| 5Y | +283.1% | +146.2% | +137.0% | +246.3% |
| 10Y | +908.1% | +309.3% | +598.8% | +766.7% |
| All | +119,301.1% | +558.8% | +118,742.3% | +99,835.8% |
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 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