+268.6%
ARM vs NUE
+72.4%
+196.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.5% | -1.2% | -2.8% |
| 7D | +9.1% | +2.8% | +6.4% | +7.7% |
| 30D | -19.9% | -2.1% | -17.9% | -18.7% |
| 3M | -31.6% | -7.3% | -24.3% | -29.0% |
| 6M | -13.9% | +8.9% | -22.7% | -18.3% |
| YTD | +74.3% | +55.6% | +18.7% | +36.7% |
| 1Y | +35.8% | +74.7% | -38.9% | 0.0% |
| 3Y | +268.6% | +71.7% | +196.9% | +180.2% |
| All | +268.6% | +72.4% | +196.2% | +180.2% |
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 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