+145.1%
NUE vs ALM
+856.4%
-711.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.6% | +8.7% | -0.5% |
| 7D | -2.7% | -7.1% | +4.4% | -2.4% |
| 30D | -6.1% | +24.7% | -30.7% | -7.2% |
| 3M | +2.2% | +8.3% | -6.1% | +1.3% |
| 6M | +50.8% | -22.2% | +72.9% | +50.9% |
| YTD | +57.5% | +88.1% | -30.5% | +51.7% |
| 1Y | +82.5% | +272.4% | -189.9% | +70.9% |
| 3Y | +61.7% | +2,004.1% | -1,942.4% | +35.7% |
| 5Y | +145.1% | +915.8% | -770.6% | +118.4% |
| All | +145.1% | +856.4% | -711.3% | +118.4% |
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