+1,311.4%
AMT vs NUE
+4,043.4%
-2,732.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | -0.2% | +4.2% | -4.4% | -1.4% |
| 30D | +4.6% | -5.0% | +9.6% | +5.8% |
| 3M | -8.4% | -0.2% | -8.2% | -9.0% |
| 6M | -6.0% | +49.1% | -55.2% | -16.5% |
| YTD | +2.1% | +61.0% | -58.9% | -11.4% |
| 1Y | -6.4% | +82.5% | -88.9% | -21.9% |
| 3Y | +8.1% | +57.9% | -49.9% | -10.0% |
| 5Y | -31.9% | +146.6% | -178.5% | -52.7% |
| 10Y | +97.1% | +561.6% | -464.5% | -9.0% |
| All | +1,311.4% | +4,043.4% | -2,732.0% | +226.8% |
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