+114.1%
NU vs APLD
+502.3%
-388.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.4% | -7.6% | -0.8% |
| 7D | +6.0% | +16.6% | -10.5% | +4.7% |
| 30D | +10.8% | -3.1% | +13.9% | +10.9% |
| 3M | +32.2% | -30.9% | +63.0% | +35.2% |
| 6M | +5.1% | +12.6% | -7.5% | +2.8% |
| YTD | -8.4% | +15.5% | -23.9% | -11.3% |
| 1Y | +0.7% | +103.5% | -102.8% | -7.3% |
| 3Y | +125.1% | +446.5% | -321.4% | +71.0% |
| All | +114.1% | +502.3% | -388.2% | +47.1% |
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