+146.9%
NEM vs APD
+11.0%
+136.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | +13.4% | -3.7% | +17.1% | +14.6% |
| 30D | +6.5% | +9.6% | -3.1% | +3.8% |
| 3M | +14.9% | +1.6% | +13.3% | +14.3% |
| 6M | +5.5% | +2.2% | +3.3% | +4.7% |
| YTD | +21.9% | +25.9% | -4.0% | +13.5% |
| 1Y | +47.9% | +20.1% | +27.7% | +39.4% |
| 3Y | +238.2% | +12.4% | +225.8% | +219.7% |
| All | +146.9% | +11.0% | +136.0% | +137.6% |
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