-99.8%
AMIX vs NUE
+54.3%
-154.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.4% |
| 7D | -13.7% | +4.2% | -17.9% | -17.7% |
| 30D | -62.1% | -5.0% | -57.1% | -60.3% |
| 3M | -46.2% | -0.2% | -45.9% | -45.0% |
| 6M | -46.4% | +49.1% | -95.6% | -55.4% |
| YTD | -60.3% | +61.0% | -121.3% | -68.5% |
| 1Y | -79.7% | +82.5% | -162.2% | -85.0% |
| All | -99.8% | +54.3% | -154.1% | -99.8% |
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