+358.8%
APP vs NEM
+152.5%
+206.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | +0.1% | +3.9% | -3.8% | -0.9% |
| 30D | -10.0% | +12.7% | -22.8% | -12.9% |
| 3M | -44.6% | +28.7% | -73.3% | -48.3% |
| 6M | -37.9% | +9.8% | -47.6% | -40.4% |
| YTD | -53.7% | +28.1% | -81.8% | -56.9% |
| 1Y | -43.0% | +69.3% | -112.3% | -50.6% |
| 3Y | +640.8% | +247.7% | +393.1% | +430.6% |
| 5Y | +358.8% | +153.4% | +205.5% | +226.2% |
| All | +358.8% | +152.5% | +206.3% | +226.2% |
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