+62.3%
NUE vs ACM
-19.8%
+82.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | -6.0% | -12.9% | +7.0% | -1.0% |
| 3M | +1.4% | -6.4% | +7.8% | +3.4% |
| 6M | +52.8% | -29.2% | +82.1% | +75.1% |
| YTD | +58.1% | -29.9% | +88.1% | +79.7% |
| 1Y | +80.4% | -47.3% | +127.7% | +137.6% |
| 3Y | +62.3% | -19.6% | +81.9% | +69.6% |
| All | +62.3% | -19.8% | +82.1% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling