+247.7%
NEM vs APA
+9.3%
+238.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.9% |
| 7D | +3.9% | -1.7% | +5.5% | +4.0% |
| 30D | +12.7% | +15.7% | -3.0% | +11.3% |
| 3M | +28.7% | +16.5% | +12.2% | +26.7% |
| 6M | +9.8% | +35.1% | -25.3% | +4.3% |
| YTD | +28.1% | +82.2% | -54.1% | +15.4% |
| 1Y | +69.3% | +102.5% | -33.1% | +49.4% |
| 3Y | +247.7% | +10.3% | +237.4% | +225.9% |
| All | +247.7% | +9.3% | +238.3% | +225.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling