+271.6%
NEM vs APA
+37.8%
+233.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.4% | -4.2% |
| 7D | +11.6% | -5.5% | +17.2% | +11.9% |
| 30D | +1.8% | -1.2% | +3.0% | +1.5% |
| 3M | +2.5% | +10.6% | -8.0% | +1.2% |
| 6M | +3.4% | +28.4% | -25.0% | +0.5% |
| YTD | +20.9% | +89.7% | -68.8% | +8.2% |
| 1Y | +37.2% | +90.6% | -53.4% | +22.4% |
| 3Y | +271.6% | +36.9% | +234.7% | +257.2% |
| All | +271.6% | +37.8% | +233.8% | +257.2% |
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