+13,834.6%
NUE vs APD
+6,473.2%
+7,361.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +2.8% | +3.8% | -1.1% | +0.4% |
| 30D | -2.1% | +8.2% | -10.3% | -6.7% |
| 3M | -7.3% | +4.3% | -11.6% | -9.7% |
| 6M | +8.9% | +4.7% | +4.2% | +4.9% |
| YTD | +55.6% | +31.5% | +24.1% | +29.4% |
| 1Y | +74.7% | +23.5% | +51.1% | +50.1% |
| 3Y | +71.7% | +29.1% | +42.6% | +37.9% |
| 5Y | +141.2% | +15.9% | +125.3% | +105.2% |
| 10Y | +429.6% | +191.9% | +237.7% | +148.8% |
| All | +13,834.6% | +6,473.2% | +7,361.4% | +1,302.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling