+400.4%
ALAB vs NUE
+41.8%
+358.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.5% | +10.3% | +10.0% |
| 7D | +7.2% | +4.2% | +3.0% | +4.8% |
| 30D | -2.5% | -5.0% | +2.5% | -0.2% |
| 3M | -13.3% | -0.2% | -13.1% | -13.9% |
| 6M | +172.8% | +49.1% | +123.7% | +115.4% |
| YTD | +86.6% | +61.0% | +25.6% | +40.7% |
| 1Y | +65.2% | +82.5% | -17.4% | +15.4% |
| All | +400.4% | +41.8% | +358.6% | +202.4% |
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