+562.4%
NUE vs ACM
+252.1%
+310.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.8% |
| 7D | +2.8% | +5.6% | -2.9% | -0.4% |
| 30D | -2.1% | +20.8% | -22.9% | -12.1% |
| 3M | -7.3% | +11.4% | -18.7% | -13.7% |
| 6M | +8.9% | +0.9% | +7.9% | +6.0% |
| YTD | +55.6% | -24.8% | +80.4% | +75.4% |
| 1Y | +74.7% | -46.4% | +121.1% | +137.6% |
| 3Y | +71.7% | -9.2% | +80.9% | +70.1% |
| 5Y | +141.2% | +5.0% | +136.2% | +120.4% |
| 10Y | +429.6% | +130.6% | +299.0% | +193.2% |
| All | +562.4% | +252.1% | +310.3% | +148.6% |
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 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