+585.4%
NUE vs ACM
+230.8%
+354.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | +4.2% | -3.7% | +8.0% | +6.4% |
| 30D | -5.0% | -11.1% | +6.1% | +0.2% |
| 3M | -0.2% | -8.0% | +7.8% | +3.1% |
| 6M | +49.1% | -29.7% | +78.8% | +77.6% |
| YTD | +61.0% | -29.4% | +90.4% | +88.9% |
| 1Y | +82.5% | -46.4% | +129.0% | +148.5% |
| 3Y | +57.9% | -22.3% | +80.3% | +71.7% |
| 5Y | +146.6% | +4.5% | +142.1% | +126.3% |
| 10Y | +561.6% | +127.6% | +434.0% | +271.0% |
| All | +585.4% | +230.8% | +354.6% | +167.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling