+66.0%
NUE vs AGI
+206.1%
-140.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -0.6% | -2.7% | +2.1% | -0.5% |
| 30D | -4.6% | +7.2% | -11.8% | -5.0% |
| 3M | -0.3% | +4.3% | -4.6% | -0.8% |
| 6M | +51.9% | -27.1% | +79.0% | +54.3% |
| YTD | +60.0% | -6.6% | +66.6% | +59.6% |
| 1Y | +82.9% | +9.5% | +73.4% | +80.3% |
| 3Y | +66.0% | +208.4% | -142.5% | +49.0% |
| All | +66.0% | +206.1% | -140.1% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling