+74.7%
NUE vs ACM
-46.0%
+120.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.5% |
| 7D | +2.8% | +5.6% | -2.9% | +1.9% |
| 30D | -2.1% | +20.8% | -22.9% | -4.8% |
| 3M | -7.3% | +11.4% | -18.7% | -8.9% |
| 6M | +8.9% | +0.9% | +7.9% | +9.0% |
| YTD | +55.6% | -24.8% | +80.4% | +61.9% |
| 1Y | +74.7% | -46.4% | +121.1% | +89.7% |
| All | +74.7% | -46.0% | +120.7% | +89.7% |
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