+308.3%
NEM vs APA
-2.1%
+310.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +1.1% |
| 7D | +3.1% | +0.3% | +2.7% | +3.0% |
| 30D | +10.0% | +9.3% | +0.7% | +9.3% |
| 3M | +30.9% | +23.3% | +7.5% | +28.8% |
| 6M | +10.5% | +39.5% | -29.0% | +7.2% |
| YTD | +29.7% | +87.6% | -57.9% | +22.9% |
| 1Y | +71.1% | +114.2% | -43.1% | +60.2% |
| 3Y | +252.1% | +13.6% | +238.5% | +239.7% |
| 5Y | +157.7% | +175.6% | -17.9% | +134.1% |
| All | +308.3% | -2.1% | +310.5% | +273.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling