+1,454.7%
AMT vs NUE
+3,904.6%
-2,449.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.4% | +1.9% |
| 7D | +1.5% | +2.8% | -1.2% | +0.7% |
| 30D | +6.8% | -2.1% | +8.9% | +7.1% |
| 3M | +11.2% | -7.3% | +18.5% | +12.7% |
| 6M | +12.5% | +8.9% | +3.6% | +8.6% |
| YTD | +12.5% | +55.6% | -43.1% | -1.9% |
| 1Y | +10.1% | +74.7% | -64.6% | -7.1% |
| 3Y | +16.0% | +71.7% | -55.6% | -6.0% |
| 5Y | -17.2% | +141.2% | -158.4% | -42.1% |
| 10Y | +135.2% | +429.6% | -294.3% | +16.8% |
| All | +1,454.7% | +3,904.6% | -2,449.9% | +261.6% |
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 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