+146.8%
NUE vs ACM
+2.7%
+144.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +2.2% |
| 7D | -2.3% | -3.7% | +1.4% | -0.4% |
| 30D | -6.1% | -12.7% | +6.6% | +0.1% |
| 3M | +1.7% | -9.8% | +11.5% | +6.1% |
| 6M | +53.1% | -31.4% | +84.5% | +86.2% |
| YTD | +59.0% | -32.1% | +91.1% | +91.6% |
| 1Y | +85.3% | -47.8% | +133.2% | +163.0% |
| 3Y | +63.2% | -22.1% | +85.3% | +69.4% |
| 5Y | +146.8% | +1.8% | +145.0% | +113.8% |
| All | +146.8% | +2.7% | +144.0% | +113.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling