+295.9%
APP vs NUE
+134.6%
+161.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.3% |
| 7D | +79.2% | -10.2% | +89.4% | +83.7% |
| 30D | +48.0% | -0.4% | +48.4% | +46.3% |
| 3M | +18.2% | -8.4% | +26.6% | +19.9% |
| 6M | -12.5% | +10.1% | -22.6% | -17.4% |
| YTD | -39.2% | +54.1% | -93.2% | -49.9% |
| 1Y | -33.9% | +74.7% | -108.6% | -48.3% |
| 3Y | +933.3% | +72.0% | +861.3% | +664.1% |
| 5Y | +295.9% | +136.4% | +159.5% | +134.8% |
| All | +295.9% | +134.6% | +161.3% | +134.8% |
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