+14,317.4%
NUE vs APD
+6,115.6%
+8,201.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | +0.1% |
| 7D | +4.2% | -2.2% | +6.4% | +5.7% |
| 30D | -5.0% | +2.1% | -7.1% | -6.3% |
| 3M | -0.2% | +7.2% | -7.4% | -5.2% |
| 6M | +49.1% | +11.2% | +37.9% | +38.0% |
| YTD | +61.0% | +24.4% | +36.6% | +38.5% |
| 1Y | +82.5% | +6.7% | +75.9% | +70.6% |
| 3Y | +57.9% | +9.2% | +48.7% | +39.7% |
| 5Y | +146.6% | +27.4% | +119.2% | +97.5% |
| 10Y | +561.6% | +164.8% | +396.8% | +230.1% |
| All | +14,317.4% | +6,115.6% | +8,201.8% | +1,401.0% |
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