+197.1%
ABT vs NUE
+599.8%
-402.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -2.9% | -1.6% |
| 7D | -5.9% | -0.6% | -5.3% | -5.8% |
| 30D | -8.1% | -4.6% | -3.5% | -7.5% |
| 3M | +14.5% | -0.3% | +14.9% | +14.3% |
| 6M | -6.3% | +51.9% | -58.2% | -13.0% |
| YTD | -17.1% | +60.0% | -77.1% | -23.9% |
| 1Y | -21.4% | +82.9% | -104.3% | -29.6% |
| 3Y | +5.9% | +66.0% | -60.1% | -5.7% |
| 5Y | -12.8% | +149.0% | -161.7% | -31.2% |
| All | +197.1% | +599.8% | -402.7% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 10y: compounded portfolio wealth divided by compounded NUE 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…
10y analysis · Full analysis span regression · 6 months rolling