+33.9%
ALNY vs NUE
+146.6%
-112.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -6.5% | -0.6% | -5.9% | -6.4% |
| 30D | +11.0% | -4.6% | +15.6% | +11.8% |
| 3M | -14.1% | -0.3% | -13.7% | -14.2% |
| 6M | -22.4% | +51.9% | -74.3% | -28.1% |
| YTD | -37.5% | +60.0% | -97.4% | -42.7% |
| 1Y | -46.9% | +82.9% | -129.8% | -52.5% |
| 3Y | +22.1% | +66.0% | -43.9% | +7.8% |
| All | +33.9% | +146.6% | -112.7% | +9.4% |
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 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