+62.3%
NUE vs APD
+10.0%
+52.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | +1.8% | -2.5% | +4.3% | +2.6% |
| 30D | -6.0% | -1.9% | -4.1% | -5.4% |
| 3M | +1.4% | +8.2% | -6.8% | -1.5% |
| 6M | +52.8% | +10.7% | +42.1% | +47.0% |
| YTD | +58.1% | +22.9% | +35.2% | +46.6% |
| 1Y | +80.4% | +5.8% | +74.6% | +75.9% |
| 3Y | +62.3% | +7.8% | +54.5% | +61.5% |
| All | +62.3% | +10.0% | +52.3% | +61.5% |
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 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