+71.7%
NUE vs APD
+29.7%
+41.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +2.8% | +3.8% | -1.1% | +1.5% |
| 30D | -2.1% | +8.2% | -10.3% | -4.5% |
| 3M | -7.3% | +4.3% | -11.6% | -8.6% |
| 6M | +8.9% | +4.7% | +4.2% | +7.1% |
| YTD | +55.6% | +31.5% | +24.1% | +41.1% |
| 1Y | +74.7% | +23.5% | +51.1% | +61.5% |
| 3Y | +71.7% | +29.1% | +42.6% | +62.6% |
| All | +71.7% | +29.7% | +41.9% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling