+65.2%
NU vs APLD
+260.6%
-195.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.4% | +1.4% | -3.6% |
| 7D | +0.8% | +19.6% | -18.9% | -0.7% |
| 30D | -24.1% | -24.5% | +0.4% | -22.7% |
| 3M | -12.8% | -45.6% | +32.8% | -9.1% |
| 6M | -10.9% | -61.4% | +50.6% | -5.4% |
| YTD | -29.3% | -30.9% | +1.5% | -29.1% |
| 1Y | -26.9% | -35.8% | +8.9% | -26.6% |
| 3Y | +38.8% | +261.4% | -222.6% | +8.6% |
| All | +65.2% | +260.6% | -195.4% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 10y: compounded portfolio wealth divided by compounded APLD 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…
10y analysis · Full analysis span regression · 6 months rolling