-79.7%
AMIX vs NUE
+82.6%
-162.3%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -0.9% |
| 7D | -13.7% | +4.2% | -17.9% | -21.5% |
| 30D | -62.1% | -5.0% | -57.1% | -58.7% |
| 3M | -46.2% | -0.2% | -45.9% | -42.3% |
| 6M | -46.4% | +49.1% | -95.6% | -48.9% |
| YTD | -60.3% | +61.0% | -121.3% | -63.6% |
| 1Y | -79.7% | +82.5% | -162.2% | -82.6% |
| All | -79.7% | +82.6% | -162.3% | -82.6% |
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