+4,470.6%
NUE vs AGI
+5,263.7%
-793.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.6% |
| 7D | -2.7% | -5.4% | +2.7% | -2.2% |
| 30D | -6.1% | +6.6% | -12.7% | -6.7% |
| 3M | +2.2% | +8.2% | -6.0% | +1.1% |
| 6M | +50.8% | -29.3% | +80.1% | +54.5% |
| YTD | +57.5% | -7.4% | +64.9% | +56.9% |
| 1Y | +82.5% | +7.9% | +74.5% | +78.7% |
| 3Y | +61.7% | +206.2% | -144.5% | +42.3% |
| 5Y | +145.1% | +397.6% | -252.5% | +104.9% |
| 10Y | +577.8% | +383.4% | +194.4% | +434.3% |
| All | +4,470.6% | +5,263.7% | -793.1% | +2,827.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling