+155.9%
NUE vs APTV
-69.3%
+225.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.6% | -5.0% | +4.4% | +0.9% |
| 30D | -4.6% | -6.1% | +1.5% | -2.8% |
| 3M | -0.3% | -33.0% | +32.7% | +11.9% |
| 6M | +51.9% | -35.2% | +87.1% | +70.5% |
| YTD | +60.0% | -40.1% | +100.1% | +83.3% |
| 1Y | +82.9% | -45.6% | +128.5% | +116.4% |
| 3Y | +66.0% | -54.4% | +120.3% | +102.0% |
| All | +155.9% | -69.3% | +225.2% | +222.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling