+8.9%
NUE vs ACM
+1.7%
+7.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.6% |
| 7D | +2.8% | +5.6% | -2.9% | +1.7% |
| 30D | -2.1% | +20.8% | -22.9% | -5.2% |
| 3M | -7.3% | +11.4% | -18.7% | -9.1% |
| 6M | +8.9% | +0.9% | +7.9% | +10.0% |
| All | +8.9% | +1.7% | +7.2% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling