+60.4%
AMGN vs NUE
+82.6%
-22.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | +1.1% | +4.2% | -3.1% | +0.3% |
| 30D | +7.8% | -5.0% | +12.8% | +8.9% |
| 3M | +27.3% | -0.2% | +27.5% | +26.9% |
| 6M | +16.8% | +49.1% | -32.3% | +6.2% |
| YTD | +36.3% | +61.0% | -24.7% | +22.6% |
| 1Y | +60.4% | +82.5% | -22.1% | +41.0% |
| All | +60.4% | +82.6% | -22.2% | +41.0% |
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