+72.7%
NEM vs APA
+94.6%
-22.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -2.0% |
| 7D | +0.3% | +0.5% | -0.2% | +0.3% |
| 30D | +23.1% | +23.4% | -0.3% | +24.7% |
| 3M | +18.5% | +12.7% | +5.8% | +19.6% |
| 6M | +7.8% | +39.4% | -31.6% | +3.4% |
| YTD | +29.1% | +79.0% | -49.8% | +17.8% |
| 1Y | +72.7% | +88.8% | -16.2% | +55.3% |
| All | +72.7% | +94.6% | -22.0% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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