+585.2%
NUE vs AMC
-98.1%
+683.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.9% | -0.7% |
| 7D | +4.2% | +2.3% | +1.9% | +4.1% |
| 30D | -5.0% | -0.7% | -4.2% | -5.0% |
| 3M | -0.2% | +35.2% | -35.4% | -1.7% |
| 6M | +49.1% | +124.6% | -75.4% | +44.1% |
| YTD | +61.0% | +69.9% | -8.9% | +56.8% |
| 1Y | +82.5% | -2.6% | +85.1% | +80.8% |
| 3Y | +57.9% | -79.8% | +137.7% | +60.4% |
| 5Y | +146.6% | -99.4% | +246.0% | +167.6% |
| 10Y | +561.6% | -98.9% | +660.5% | +580.0% |
| All | +585.2% | -98.1% | +683.3% | +496.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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