+98.6%
NUE vs ADVB
-88.8%
+187.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -1.8% |
| 7D | +1.8% | -14.0% | +15.8% | +1.8% |
| 30D | -6.0% | +41.0% | -46.9% | -6.1% |
| 3M | +1.4% | +127.9% | -126.5% | +0.5% |
| 6M | +52.8% | +101.3% | -48.5% | +50.7% |
| YTD | +58.1% | +53.8% | +4.4% | +56.3% |
| 1Y | +80.4% | +4.4% | +76.0% | +78.7% |
| All | +98.6% | -88.8% | +187.4% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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