+1,908.9%
ADM vs NUE
+14,617.8%
-12,708.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +3.8% | +4.2% | -0.5% | +2.5% |
| 30D | +9.8% | -5.0% | +14.7% | +11.2% |
| 3M | +2.1% | -0.2% | +2.3% | +1.7% |
| 6M | +27.5% | +49.1% | -21.6% | +12.7% |
| YTD | +50.2% | +61.0% | -10.8% | +29.7% |
| 1Y | +40.6% | +82.5% | -41.9% | +16.3% |
| 3Y | +17.2% | +57.9% | -40.7% | -1.9% |
| 5Y | +61.9% | +146.6% | -84.7% | +14.0% |
| 10Y | +159.3% | +561.6% | -402.3% | +29.8% |
| All | +1,908.9% | +14,617.8% | -12,708.9% | +312.6% |
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