+500.0%
APP vs NEM
+125.4%
+374.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.0% | +8.9% | +9.6% |
| 7D | +71.2% | +13.4% | +57.8% | +65.9% |
| 30D | +39.1% | +6.5% | +32.6% | +37.0% |
| 3M | +16.5% | +14.9% | +1.6% | +12.0% |
| 6M | -16.6% | +5.5% | -22.1% | -18.6% |
| YTD | -41.9% | +21.9% | -63.8% | -45.4% |
| 1Y | -37.0% | +47.9% | -84.9% | -43.4% |
| 3Y | +892.4% | +238.2% | +654.3% | +610.3% |
| 5Y | +297.3% | +146.2% | +151.1% | +177.5% |
| All | +500.0% | +125.4% | +374.6% | +338.5% |
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