+146.2%
NUE vs ALM
+410.2%
-264.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.7% | -11.2% | -3.8% |
| 7D | +2.8% | +1.2% | +1.5% | +2.6% |
| 30D | -2.1% | -19.3% | +17.2% | -1.2% |
| 3M | -7.3% | -40.6% | +33.3% | -5.5% |
| 6M | +8.9% | -57.9% | +66.8% | +12.4% |
| YTD | +55.6% | -6.7% | +62.3% | +54.5% |
| 1Y | +74.7% | +20.2% | +54.5% | +71.4% |
| 3Y | +71.7% | +879.4% | -807.8% | +50.3% |
| All | +146.2% | +410.2% | -264.0% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 5y: compounded portfolio wealth divided by compounded ALM 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…
5y analysis · Full analysis span regression · 6 months rolling