+146.2%
NUE vs ABCL
-39.9%
+186.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +1.8% | +1.4% | +0.4% | +1.6% |
| 30D | -6.0% | +65.1% | -71.0% | -12.6% |
| 3M | +1.4% | +111.1% | -109.6% | -9.7% |
| 6M | +52.8% | +231.6% | -178.8% | +26.8% |
| YTD | +58.1% | +234.5% | -176.4% | +29.6% |
| 1Y | +80.4% | +174.3% | -93.9% | +50.4% |
| 3Y | +62.3% | +111.5% | -49.2% | +31.4% |
| 5Y | +146.2% | -37.3% | +183.5% | +113.9% |
| All | +146.2% | -39.9% | +186.1% | +113.9% |
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 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