+314.1%
NEM vs APD
+165.1%
+149.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | +3.9% | -2.5% | +6.3% | +4.5% |
| 30D | +12.7% | -1.9% | +14.6% | +13.2% |
| 3M | +28.7% | +8.2% | +20.4% | +25.7% |
| 6M | +9.8% | +10.7% | -1.0% | +6.5% |
| YTD | +28.1% | +22.9% | +5.2% | +20.2% |
| 1Y | +69.3% | +5.8% | +63.6% | +65.2% |
| 3Y | +247.7% | +7.8% | +239.9% | +232.6% |
| 5Y | +153.4% | +26.1% | +127.3% | +130.4% |
| All | +314.1% | +165.1% | +149.0% | +240.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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