+44.8%
NU vs APLD
+185.8%
-141.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.7% | -7.3% | +1.8% |
| 7D | +3.6% | -12.7% | +16.3% | +4.4% |
| 30D | -22.8% | -34.7% | +11.9% | -20.7% |
| 3M | -14.8% | -46.1% | +31.3% | -11.5% |
| 6M | -16.9% | -64.9% | +47.9% | -11.8% |
| YTD | -28.1% | -36.6% | +8.4% | -27.2% |
| 1Y | -24.5% | -50.0% | +25.4% | -22.9% |
| 3Y | +44.8% | +190.1% | -145.3% | +21.7% |
| All | +44.8% | +185.8% | -141.1% | +21.7% |
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