+87.8%
NUE vs ACM
-46.6%
+134.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.5% |
| 7D | -1.4% | +9.5% | -11.0% | -2.8% |
| 30D | +6.6% | +14.7% | -8.2% | +4.4% |
| 3M | -2.0% | -9.5% | +7.5% | +0.1% |
| 6M | +19.2% | -18.0% | +37.3% | +22.8% |
| YTD | +65.6% | -27.3% | +92.9% | +73.2% |
| 1Y | +87.8% | -47.0% | +134.8% | +103.1% |
| All | +87.8% | -46.6% | +134.4% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling