+56.4%
NU vs APLD
+243.4%
-187.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -5.8% | +17.5% | +12.2% |
| 7D | +9.9% | +2.7% | +7.2% | +9.6% |
| 30D | -11.5% | -21.4% | +10.0% | -10.3% |
| 3M | -5.1% | -47.8% | +42.7% | -1.2% |
| 6M | +3.1% | -64.9% | +68.0% | +9.4% |
| YTD | -21.0% | -34.9% | +13.8% | -20.2% |
| 1Y | -15.2% | -30.7% | +15.5% | -14.9% |
| 3Y | +56.4% | +305.3% | -248.9% | +25.1% |
| All | +56.4% | +243.4% | -187.0% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling