+358.8%
APP vs NUE
+142.0%
+216.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.1% |
| 7D | +0.1% | +1.8% | -1.7% | -0.5% |
| 30D | -10.0% | -6.0% | -4.1% | -8.3% |
| 3M | -44.6% | +1.4% | -46.1% | -45.3% |
| 6M | -37.9% | +52.8% | -90.7% | -47.3% |
| YTD | -53.7% | +58.1% | -111.8% | -61.4% |
| 1Y | -43.0% | +80.4% | -123.4% | -55.1% |
| 3Y | +640.8% | +62.3% | +578.5% | +476.0% |
| 5Y | +358.8% | +146.2% | +212.6% | +184.8% |
| All | +358.8% | +142.0% | +216.8% | +184.8% |
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