+397.4%
NUE vs ABCL
-79.6%
+477.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | -6.2% | +2.3% | -8.5% | -6.4% |
| 30D | +2.5% | -0.7% | +3.1% | +2.3% |
| 3M | -6.4% | +33.4% | -39.8% | -9.8% |
| 6M | +13.3% | +137.8% | -124.5% | +1.0% |
| YTD | +58.5% | +264.3% | -205.8% | +33.5% |
| 1Y | +81.9% | +209.2% | -127.3% | +55.7% |
| 3Y | +75.3% | +208.4% | -133.2% | +42.5% |
| 5Y | +149.9% | -11.9% | +161.8% | +116.5% |
| All | +397.4% | -79.6% | +477.0% | +344.2% |
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