+82.9%
NUE vs APD
+3.9%
+79.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.3% | +1.7% |
| 7D | -0.6% | -3.3% | +2.6% | -0.1% |
| 30D | -4.6% | -4.2% | -0.4% | -4.0% |
| 3M | -0.3% | +5.4% | -5.8% | -1.3% |
| 6M | +51.9% | +6.3% | +45.6% | +50.5% |
| YTD | +60.0% | +20.3% | +39.7% | +55.8% |
| 1Y | +82.9% | +1.6% | +81.3% | +76.5% |
| All | +82.9% | +3.9% | +79.0% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling