+153.4%
NEM vs APA
+156.3%
-2.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.2% |
| 3M | +28.7% | +16.5% | +12.2% | +26.6% |
| 6M | +9.8% | +35.1% | -25.3% | +5.2% |
| YTD | +28.1% | +82.2% | -54.1% | +18.0% |
| 1Y | +69.3% | +102.5% | -33.1% | +53.6% |
| 3Y | +247.7% | +10.3% | +237.4% | +229.1% |
| 5Y | +153.4% | +166.1% | -12.7% | +133.9% |
| All | +153.4% | +156.3% | -2.9% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling