+154.0%
NEM vs APTV
-69.7%
+223.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.6% | -2.3% |
| 7D | -3.3% | -1.8% | -1.5% | -3.1% |
| 30D | +7.8% | -7.9% | +15.8% | +8.9% |
| 3M | +36.3% | -29.9% | +66.2% | +42.0% |
| 6M | +6.6% | -36.6% | +43.1% | +12.0% |
| YTD | +27.1% | -40.0% | +67.1% | +34.5% |
| 1Y | +62.3% | -44.0% | +106.4% | +72.8% |
| 3Y | +245.1% | -54.5% | +299.6% | +268.8% |
| 5Y | +154.0% | -68.8% | +222.8% | +145.2% |
| All | +154.0% | -69.7% | +223.6% | +145.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling