-30.9%
AMT vs NUE
+147.3%
-178.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | +1.5% | -2.3% | +3.7% | +1.7% |
| 30D | +3.7% | -6.1% | +9.8% | +4.3% |
| 3M | -7.2% | +1.7% | -8.9% | -7.5% |
| 6M | -4.2% | +53.1% | -57.2% | -8.3% |
| YTD | +1.9% | +59.0% | -57.2% | -3.0% |
| 1Y | -6.4% | +85.3% | -91.7% | -12.4% |
| 3Y | +7.7% | +63.2% | -55.5% | +1.1% |
| 5Y | -30.9% | +146.8% | -177.7% | -40.4% |
| All | -30.9% | +147.3% | -178.2% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling