+154.6%
NEM vs APD
+27.6%
+127.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | +0.3% | -2.2% | +2.5% | +0.9% |
| 30D | +23.1% | +2.1% | +21.0% | +22.3% |
| 3M | +18.5% | +7.2% | +11.3% | +16.1% |
| 6M | +7.8% | +11.2% | -3.5% | +4.5% |
| YTD | +29.1% | +24.4% | +4.7% | +20.6% |
| 1Y | +72.7% | +6.7% | +66.0% | +68.6% |
| 3Y | +248.7% | +9.2% | +239.5% | +232.3% |
| All | +154.6% | +27.6% | +127.1% | +123.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling