+175.6%
APA vs NUE
+147.3%
+28.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.1% |
| YTD | +87.6% | +59.0% | +28.6% | +47.8% |
| 1Y | +114.2% | +85.3% | +28.9% | +55.6% |
| 3Y | +13.6% | +63.2% | -49.7% | -15.3% |
| 5Y | +175.6% | +146.8% | +28.8% | +69.3% |
| All | +175.6% | +147.3% | +28.3% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling