+62.3%
NEM vs APA
+111.4%
-49.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -3.3% | +0.8% | -4.1% | -3.2% |
| 30D | +7.8% | +9.6% | -1.8% | +8.5% |
| 3M | +36.3% | +18.0% | +18.2% | +38.1% |
| 6M | +6.6% | +41.9% | -35.3% | +3.4% |
| YTD | +27.1% | +86.3% | -59.2% | +16.9% |
| 1Y | +62.3% | +97.9% | -35.5% | +47.5% |
| All | +62.3% | +111.4% | -49.1% | +47.5% |
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 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