-37.1%
APP vs NEM
+45.8%
-82.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.5% | +1.3% | +3.4% |
| 7D | +79.2% | +14.7% | +64.4% | +70.6% |
| 30D | +48.0% | +6.2% | +41.8% | +44.5% |
| 3M | +18.2% | +11.0% | +7.2% | +12.8% |
| 6M | -12.5% | +7.9% | -20.4% | -16.2% |
| YTD | -39.2% | +26.2% | -65.3% | -46.2% |
| All | -37.1% | +45.8% | -82.9% | -48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling