-63.4%
ALB vs NUE
+143.0%
-206.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | +0.2% |
| 7D | -5.8% | +2.8% | -8.5% | -7.1% |
| 30D | -4.5% | -2.1% | -2.4% | -4.2% |
| 3M | -28.1% | -7.3% | -20.7% | -26.3% |
| 6M | -53.2% | +8.9% | -62.0% | -55.9% |
| YTD | -33.3% | +55.6% | -88.9% | -47.9% |
| 1Y | -17.4% | +74.7% | -92.1% | -39.2% |
| 3Y | -14.1% | +71.7% | -85.8% | -38.3% |
| All | -63.4% | +143.0% | -206.4% | -78.1% |
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