+344.1%
NEM vs APA
+8.7%
+335.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -6.4% | +8.5% | -15.0% | -6.9% |
| 30D | +1.4% | +2.8% | -1.4% | +1.1% |
| 3M | -0.7% | +21.7% | -22.4% | -2.2% |
| 6M | -4.5% | +32.6% | -37.1% | -6.6% |
| YTD | +14.0% | +103.7% | -89.7% | +7.4% |
| 1Y | +27.3% | +101.8% | -74.5% | +19.9% |
| 3Y | +250.5% | +48.1% | +202.4% | +232.6% |
| 5Y | +121.1% | +91.9% | +29.2% | +105.2% |
| All | +344.1% | +8.7% | +335.4% | +296.7% |
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