+311.3%
ARM vs NUE
+63.0%
+248.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.7% |
| 7D | +11.4% | +1.8% | +9.6% | +10.1% |
| 30D | -7.4% | -6.0% | -1.5% | -4.6% |
| 3M | -24.5% | +1.4% | -25.9% | -25.8% |
| 6M | +128.7% | +52.8% | +75.8% | +80.0% |
| YTD | +139.3% | +58.1% | +81.1% | +84.2% |
| 1Y | +88.0% | +80.4% | +7.5% | +34.0% |
| All | +311.3% | +63.0% | +248.2% | +182.1% |
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