+296.4%
ARM vs NUE
+66.0%
+230.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.2% |
| 7D | +5.5% | +4.2% | +1.2% | +3.0% |
| 30D | -8.2% | -5.0% | -3.2% | -5.8% |
| 3M | -35.9% | -0.2% | -35.7% | -36.2% |
| 6M | +103.1% | +49.1% | +54.0% | +62.1% |
| YTD | +130.6% | +61.0% | +69.6% | +75.9% |
| 1Y | +86.1% | +82.5% | +3.5% | +31.9% |
| All | +296.4% | +66.0% | +230.4% | +169.5% |
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 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