+586.5%
NUE vs ALLY
+99.9%
+486.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | -10.2% | -0.2% | -10.0% | -10.2% |
| 30D | -0.4% | +3.4% | -3.9% | -2.0% |
| 3M | -8.4% | -11.1% | +2.7% | -3.9% |
| 6M | +10.1% | -11.5% | +21.6% | +15.3% |
| YTD | +54.1% | -12.3% | +66.4% | +60.9% |
| 1Y | +74.7% | +1.1% | +73.6% | +71.4% |
| 3Y | +72.0% | +64.8% | +7.2% | +32.4% |
| 5Y | +136.4% | -6.9% | +143.2% | +122.6% |
| 10Y | +434.6% | +194.9% | +239.7% | +190.8% |
| All | +586.5% | +99.9% | +486.5% | +313.5% |
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