+41.5%
NU vs APTV
-73.1%
+114.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.5% |
| 7D | -4.9% | -5.0% | +0.1% | -2.6% |
| 30D | +7.8% | -6.1% | +13.9% | +10.9% |
| 3M | +20.9% | -33.0% | +53.9% | +44.5% |
| 6M | +0.9% | -35.2% | +36.1% | +19.9% |
| YTD | -12.7% | -40.1% | +27.5% | +7.1% |
| 1Y | -6.4% | -45.6% | +39.2% | +20.4% |
| 3Y | +98.1% | -54.4% | +152.5% | +170.9% |
| All | +41.5% | -73.1% | +114.6% | +219.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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