+440.3%
NEM vs APD
+6,342.2%
-5,901.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.5% | -4.2% |
| 7D | +11.6% | -0.2% | +11.9% | +11.7% |
| 30D | +1.8% | +11.0% | -9.2% | -0.2% |
| 3M | +2.5% | +1.3% | +1.2% | +2.2% |
| 6M | +3.4% | +6.4% | -2.9% | +2.1% |
| YTD | +20.9% | +28.9% | -8.0% | +14.6% |
| 1Y | +37.2% | +23.2% | +14.0% | +31.1% |
| 3Y | +271.6% | +26.3% | +245.3% | +250.7% |
| 5Y | +136.6% | +12.0% | +124.6% | +126.6% |
| 10Y | +342.6% | +183.2% | +159.5% | +255.7% |
| All | +440.3% | +6,342.2% | -5,901.9% | +335.0% |
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 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