-11.3%
ABT vs NUE
+146.6%
-157.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -2.9% | -1.5% |
| 7D | -5.9% | -0.6% | -5.3% | -5.8% |
| 30D | -8.1% | -4.6% | -3.5% | -7.7% |
| 3M | +14.5% | -0.3% | +14.9% | +14.4% |
| 6M | -6.3% | +51.9% | -58.2% | -10.6% |
| YTD | -17.1% | +60.0% | -77.1% | -21.5% |
| 1Y | -21.4% | +82.9% | -104.3% | -26.7% |
| 3Y | +5.9% | +66.0% | -60.1% | -1.7% |
| All | -11.3% | +146.6% | -157.8% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling