+168.0%
NEM vs APTV
+180.9%
-13.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.3% |
| 7D | +3.9% | +2.0% | +1.9% | +3.6% |
| 30D | +12.7% | -7.7% | +20.4% | +13.6% |
| 3M | +28.7% | -34.0% | +62.7% | +33.7% |
| 6M | +9.8% | -37.1% | +46.9% | +14.2% |
| YTD | +28.1% | -39.9% | +68.0% | +33.9% |
| 1Y | +69.3% | -44.4% | +113.8% | +78.1% |
| 3Y | +247.7% | -54.5% | +302.2% | +267.4% |
| 5Y | +153.4% | -69.1% | +222.5% | +171.2% |
| 10Y | +291.3% | -20.0% | +311.3% | +276.2% |
| All | +168.0% | +180.9% | -13.0% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling