+444.6%
NEM vs APD
+6,189.3%
-5,744.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | +13.4% | -3.7% | +17.1% | +14.2% |
| 30D | +6.5% | +9.6% | -3.1% | +4.6% |
| 3M | +14.9% | +1.6% | +13.3% | +14.5% |
| 6M | +5.5% | +2.2% | +3.3% | +5.0% |
| YTD | +21.9% | +25.9% | -4.0% | +16.1% |
| 1Y | +47.9% | +20.1% | +27.7% | +42.0% |
| 3Y | +238.2% | +12.4% | +225.8% | +225.7% |
| 5Y | +146.2% | +11.1% | +135.1% | +136.1% |
| 10Y | +309.3% | +190.1% | +119.2% | +227.6% |
| All | +444.6% | +6,189.3% | -5,744.7% | +340.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling