+171.1%
ADM vs NUE
+599.8%
-428.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.7% |
| 7D | +2.5% | -0.6% | +3.1% | +2.7% |
| 30D | +9.5% | -4.6% | +14.0% | +10.9% |
| 3M | +10.6% | -0.3% | +10.9% | +10.2% |
| 6M | +24.0% | +51.9% | -27.9% | +7.8% |
| YTD | +54.0% | +60.0% | -6.0% | +31.4% |
| 1Y | +45.3% | +82.9% | -37.6% | +18.2% |
| 3Y | +21.8% | +66.0% | -44.2% | -1.4% |
| 5Y | +66.8% | +149.0% | -82.2% | +10.0% |
| All | +171.1% | +599.8% | -428.8% | +17.0% |
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