+87.8%
NUE vs APTV
-46.4%
+134.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.6% | -6.7% | -2.6% |
| 7D | -1.4% | -1.9% | +0.4% | -1.2% |
| 30D | +6.6% | -1.4% | +8.0% | +6.7% |
| 3M | -2.0% | -9.3% | +7.3% | -0.8% |
| 6M | +19.2% | -27.3% | +46.5% | +24.0% |
| YTD | +65.6% | -43.1% | +108.8% | +74.9% |
| 1Y | +87.8% | -46.5% | +134.3% | +102.4% |
| All | +87.8% | -46.4% | +134.2% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling