+405.1%
NUE vs ABCL
-81.3%
+486.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +4.2% | +0.7% | +3.5% | +4.1% |
| 30D | -5.0% | +93.1% | -98.0% | -12.0% |
| 3M | -0.2% | +79.4% | -79.7% | -7.6% |
| 6M | +49.1% | +214.9% | -165.7% | +29.1% |
| YTD | +61.0% | +234.2% | -173.2% | +37.4% |
| 1Y | +82.5% | +174.8% | -92.2% | +57.9% |
| 3Y | +57.9% | +104.5% | -46.6% | +33.6% |
| 5Y | +146.6% | -39.0% | +185.6% | +117.4% |
| All | +405.1% | -81.3% | +486.4% | +357.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling