-62.0%
ALNY vs NUE
+86.4%
-148.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | -30.7% | -1.4% | -29.3% | -30.7% |
| 30D | -26.7% | +6.6% | -33.3% | -27.3% |
| 3M | -26.4% | -2.0% | -24.4% | -26.6% |
| 6M | -45.9% | +19.2% | -65.2% | -47.1% |
| YTD | -59.5% | +65.6% | -125.1% | -62.3% |
| 1Y | -62.0% | +87.8% | -149.8% | -64.7% |
| All | -62.0% | +86.4% | -148.4% | -64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling