+391.7%
APP vs NEM
+138.8%
+252.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.7% |
| 7D | +0.9% | +0.3% | +0.6% | +0.7% |
| 30D | -23.3% | +23.1% | -46.4% | -27.5% |
| 3M | -42.6% | +18.5% | -61.1% | -45.5% |
| 6M | -33.6% | +7.8% | -41.4% | -36.0% |
| YTD | -52.4% | +29.1% | -81.5% | -55.9% |
| 1Y | -35.9% | +72.7% | -108.5% | -45.0% |
| 3Y | +642.2% | +248.7% | +393.5% | +425.8% |
| 5Y | +311.1% | +148.7% | +162.4% | +188.4% |
| All | +391.7% | +138.8% | +252.8% | +254.3% |
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