+185.4%
ARM vs NUE
+63.5%
+121.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -4.1% |
| 7D | -10.4% | -6.2% | -4.1% | -7.0% |
| 30D | -31.8% | +2.5% | -34.3% | -32.5% |
| 3M | -32.2% | -6.4% | -25.9% | -30.1% |
| 6M | -14.9% | +13.3% | -28.2% | -21.3% |
| YTD | +66.0% | +58.5% | +7.5% | +27.4% |
| 1Y | +17.2% | +81.9% | -64.7% | -16.8% |
| 3Y | +247.2% | +75.3% | +172.0% | +125.5% |
| All | +185.4% | +63.5% | +121.9% | +95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling