+885.7%
NUE vs APTV
+173.4%
+712.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.6% |
| 7D | -2.3% | -1.2% | -1.1% | -2.0% |
| 30D | -6.1% | -10.6% | +4.6% | -2.1% |
| 3M | +1.7% | -35.0% | +36.7% | +18.2% |
| 6M | +53.1% | -38.9% | +92.0% | +79.7% |
| YTD | +59.0% | -41.5% | +100.6% | +88.6% |
| 1Y | +85.3% | -45.8% | +131.2% | +126.1% |
| 3Y | +63.2% | -55.7% | +118.9% | +106.4% |
| 5Y | +146.8% | -70.1% | +216.9% | +252.0% |
| 10Y | +584.3% | -19.1% | +603.4% | +495.8% |
| All | +885.7% | +173.4% | +712.3% | +341.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling