+136.4%
NUE vs ABCL
-18.8%
+155.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.5% | +1.1% |
| 7D | -10.2% | +12.4% | -22.6% | -11.5% |
| 30D | -0.4% | -0.4% | -0.1% | -0.7% |
| 3M | -8.4% | +80.4% | -88.7% | -16.3% |
| 6M | +10.1% | +138.5% | -128.5% | -4.8% |
| YTD | +54.1% | +265.5% | -211.4% | +23.7% |
| 1Y | +74.7% | +219.7% | -145.0% | +42.7% |
| 3Y | +72.0% | +209.4% | -137.4% | +31.0% |
| 5Y | +136.4% | -15.0% | +151.4% | +97.6% |
| All | +136.4% | -18.8% | +155.2% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling