+102.2%
NUE vs ADVB
-88.3%
+190.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | +4.2% | -3.8% | +8.0% | +4.2% |
| 30D | -5.0% | +17.6% | -22.5% | -5.0% |
| 3M | -0.2% | +119.1% | -119.3% | -1.0% |
| 6M | +49.1% | +103.4% | -54.2% | +47.1% |
| YTD | +61.0% | +59.8% | +1.2% | +59.1% |
| 1Y | +82.5% | +8.5% | +74.0% | +80.8% |
| All | +102.2% | -88.3% | +190.5% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling