+384.5%
ALAB vs NUE
+40.1%
+344.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.5% | +3.8% |
| 7D | +9.6% | -2.3% | +11.9% | +10.9% |
| 30D | -5.3% | -6.1% | +0.8% | -2.3% |
| 3M | -12.0% | +1.7% | -13.7% | -13.8% |
| 6M | +145.7% | +53.1% | +92.6% | +91.4% |
| YTD | +80.7% | +59.0% | +21.6% | +37.1% |
| 1Y | +40.1% | +85.3% | -45.2% | -2.8% |
| All | +384.5% | +40.1% | +344.4% | +194.8% |
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