+699.2%
NUE vs ALM
+7,705.7%
-7,006.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | +4.2% | -2.6% | +6.8% | +4.2% |
| 30D | -5.0% | +32.0% | -37.0% | -5.1% |
| 3M | -0.2% | -15.0% | +14.8% | -0.2% |
| 6M | +49.1% | -10.1% | +59.3% | +49.1% |
| YTD | +61.0% | +99.4% | -38.4% | +60.6% |
| 1Y | +82.5% | +316.4% | -233.8% | +81.7% |
| 3Y | +57.9% | +2,022.0% | -1,964.1% | +56.4% |
| 5Y | +146.6% | +941.2% | -794.6% | +144.4% |
| 10Y | +561.6% | +2,950.3% | -2,388.7% | +554.0% |
| All | +699.2% | +7,705.7% | -7,006.5% | +684.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling