+17.2%
APA vs NUE
+60.7%
-43.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.7% |
| 7D | +0.3% | -2.3% | +2.6% | +1.3% |
| 30D | +9.3% | -6.1% | +15.4% | +11.9% |
| 3M | +23.3% | +1.7% | +21.7% | +21.1% |
| 6M | +39.5% | +53.1% | -13.6% | +11.2% |
| YTD | +87.6% | +59.0% | +28.6% | +46.4% |
| 1Y | +114.2% | +85.3% | +28.9% | +52.8% |
| All | +17.2% | +60.7% | -43.5% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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