+6,467.5%
ABT vs NUE
+14,354.5%
-7,887.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.3% |
| 7D | -3.1% | +1.8% | -4.9% | -3.4% |
| 30D | -2.1% | -6.0% | +3.8% | -1.3% |
| 3M | +17.4% | +1.4% | +16.0% | +16.8% |
| 6M | -2.4% | +52.8% | -55.2% | -9.0% |
| YTD | -14.2% | +58.1% | -72.3% | -20.6% |
| 1Y | -18.3% | +80.4% | -98.8% | -26.1% |
| 3Y | +11.5% | +62.3% | -50.8% | +0.5% |
| 5Y | -9.9% | +146.2% | -156.1% | -25.9% |
| 10Y | +204.4% | +549.5% | -345.1% | +105.3% |
| All | +6,467.5% | +14,354.5% | -7,887.0% | +1,814.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling