+476.9%
NEM vs APD
+6,115.6%
-5,638.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | +0.3% | -2.2% | +2.5% | +0.7% |
| 30D | +23.1% | +2.1% | +21.0% | +22.6% |
| 3M | +18.5% | +7.2% | +11.3% | +16.8% |
| 6M | +7.8% | +11.2% | -3.5% | +5.4% |
| YTD | +29.1% | +24.4% | +4.7% | +23.3% |
| 1Y | +72.7% | +6.7% | +66.0% | +69.3% |
| 3Y | +248.7% | +9.2% | +239.5% | +237.7% |
| 5Y | +148.7% | +27.4% | +121.3% | +132.8% |
| 10Y | +304.8% | +164.8% | +139.9% | +229.2% |
| All | +476.9% | +6,115.6% | -5,638.7% | +367.7% |
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