+82.5%
NUE vs AGI
+17.6%
+64.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.4% |
| 7D | +4.2% | +0.6% | +3.6% | +4.2% |
| 30D | -5.0% | +18.2% | -23.2% | -6.1% |
| 3M | -0.2% | -4.1% | +3.9% | +0.1% |
| 6M | +49.1% | -28.7% | +77.9% | +52.0% |
| YTD | +61.0% | -4.0% | +65.0% | +60.5% |
| 1Y | +82.5% | +17.4% | +65.1% | +78.7% |
| All | +82.5% | +17.6% | +64.9% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling