+146.8%
NUE vs APD
+25.2%
+121.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -2.3% | -4.6% | +2.3% | -0.1% |
| 30D | -6.1% | -4.2% | -1.9% | -4.2% |
| 3M | +1.7% | +5.0% | -3.3% | -1.4% |
| 6M | +53.1% | +8.9% | +44.1% | +45.3% |
| YTD | +59.0% | +21.9% | +37.1% | +41.9% |
| 1Y | +85.3% | +5.6% | +79.8% | +77.4% |
| 3Y | +63.2% | +6.9% | +56.4% | +53.2% |
| 5Y | +146.8% | +25.3% | +121.4% | +83.1% |
| All | +146.8% | +25.2% | +121.6% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling