+137,736.4%
AMAT vs NUE
+14,617.8%
+123,118.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | -1.5% | +4.2% | -5.7% | -3.2% |
| 30D | -14.8% | -5.0% | -9.8% | -13.2% |
| 3M | -9.3% | -0.2% | -9.1% | -9.7% |
| 6M | +27.4% | +49.1% | -21.8% | +8.3% |
| YTD | +77.6% | +61.0% | +16.6% | +46.0% |
| 1Y | +188.9% | +82.5% | +106.4% | +125.2% |
| 3Y | +202.3% | +57.9% | +144.4% | +142.4% |
| 5Y | +248.9% | +146.6% | +102.3% | +127.2% |
| 10Y | +1,585.2% | +561.6% | +1,023.6% | +616.3% |
| All | +137,736.4% | +14,617.8% | +123,118.7% | +11,890.9% |
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