+250.5%
NEM vs APTV
-56.4%
+306.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +3.9% | +1.7% |
| 7D | +3.1% | -1.2% | +4.2% | +3.2% |
| 30D | +10.0% | -10.6% | +20.6% | +12.0% |
| 3M | +30.9% | -35.0% | +65.9% | +39.9% |
| 6M | +10.5% | -38.9% | +49.4% | +18.7% |
| YTD | +29.7% | -41.5% | +71.2% | +40.3% |
| 1Y | +71.1% | -45.8% | +116.9% | +86.7% |
| All | +250.5% | -56.4% | +306.9% | +295.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling