+174.6%
ARM vs NUE
+56.1%
+118.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.9% |
| 7D | -15.2% | -10.6% | -4.7% | -9.8% |
| 30D | -40.7% | -0.6% | -40.1% | -40.3% |
| 3M | -39.1% | -9.7% | -29.4% | -35.9% |
| 6M | -26.4% | +5.1% | -31.5% | -29.0% |
| YTD | +59.7% | +51.4% | +8.3% | +25.7% |
| 1Y | +10.3% | +71.3% | -61.0% | -19.1% |
| 3Y | +228.9% | +66.8% | +162.0% | +119.5% |
| All | +174.6% | +56.1% | +118.5% | +92.5% |
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