+264.1%
AG vs NUE
+59.2%
+204.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -3.9% | -4.5% |
| 7D | -5.8% | -2.7% | -3.1% | -4.9% |
| 30D | +6.4% | -6.1% | +12.4% | +8.4% |
| 3M | +28.4% | +2.2% | +26.1% | +26.7% |
| 6M | -24.5% | +50.8% | -75.2% | -34.8% |
| YTD | +21.2% | +57.5% | -36.4% | +3.4% |
| 1Y | +114.1% | +82.5% | +31.6% | +74.1% |
| All | +264.1% | +59.2% | +204.9% | +196.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling