+7.9%
AMT vs NUE
+59.4%
-51.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | -0.2% | +1.8% | -1.9% | -0.2% |
| 30D | +1.8% | -6.0% | +7.8% | +1.9% |
| 3M | -6.2% | +1.4% | -7.6% | -6.3% |
| 6M | -5.0% | +52.8% | -57.8% | -5.0% |
| YTD | +2.1% | +58.1% | -56.1% | +2.1% |
| 1Y | -5.7% | +80.4% | -86.2% | -5.6% |
| 3Y | +7.9% | +62.3% | -54.4% | +3.1% |
| All | +7.9% | +59.4% | -51.5% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling