+399.0%
NUE vs ABCL
-81.9%
+480.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.9% |
| 7D | -2.3% | -2.7% | +0.4% | -2.0% |
| 30D | -6.1% | +18.3% | -24.4% | -8.0% |
| 3M | +1.7% | +108.5% | -106.8% | -7.4% |
| 6M | +53.1% | +213.9% | -160.8% | +32.5% |
| YTD | +59.0% | +223.1% | -164.1% | +36.2% |
| 1Y | +85.3% | +160.6% | -75.3% | +61.2% |
| 3Y | +63.2% | +104.3% | -41.0% | +38.2% |
| 5Y | +146.8% | -40.0% | +186.8% | +118.2% |
| All | +399.0% | -81.9% | +480.9% | +352.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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