+302.3%
NEM vs APTV
-16.1%
+318.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -1.0% | -5.0% | +4.0% | -0.5% |
| 30D | +7.8% | -6.1% | +13.9% | +8.5% |
| 3M | +30.2% | -33.0% | +63.2% | +35.2% |
| 6M | +9.6% | -35.2% | +44.8% | +13.8% |
| YTD | +27.8% | -40.1% | +68.0% | +33.7% |
| 1Y | +60.7% | -45.6% | +106.3% | +69.5% |
| 3Y | +245.3% | -54.4% | +299.6% | +265.0% |
| 5Y | +155.3% | -68.9% | +224.2% | +172.6% |
| All | +302.3% | -16.1% | +318.4% | +314.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling