+617.3%
NUE vs ALLY
+124.8%
+492.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.7% |
| 7D | +4.2% | +3.7% | +0.5% | +2.6% |
| 30D | -5.0% | -2.3% | -2.7% | -4.1% |
| 3M | -0.2% | +3.8% | -4.0% | -2.0% |
| 6M | +49.1% | +9.7% | +39.4% | +42.4% |
| YTD | +61.0% | -1.4% | +62.4% | +60.2% |
| 1Y | +82.5% | +8.2% | +74.3% | +73.6% |
| 3Y | +57.9% | +66.5% | -8.6% | +20.8% |
| 5Y | +146.6% | +1.2% | +145.4% | +124.2% |
| 10Y | +561.6% | +191.4% | +370.2% | +260.8% |
| All | +617.3% | +124.8% | +492.5% | +312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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