+412.7%
NUE vs ALC
+24.0%
+388.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | +4.2% | -2.1% | +6.3% | +5.2% |
| 30D | -5.0% | -0.1% | -4.9% | -5.1% |
| 3M | -0.2% | +5.9% | -6.1% | -3.1% |
| 6M | +49.1% | -15.9% | +65.1% | +59.5% |
| YTD | +61.0% | -10.1% | +71.1% | +66.2% |
| 1Y | +82.5% | -10.2% | +92.8% | +87.8% |
| 3Y | +57.9% | -13.6% | +71.5% | +61.6% |
| 5Y | +146.6% | -15.1% | +161.7% | +148.4% |
| All | +412.7% | +24.0% | +388.7% | +288.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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