+87.8%
NUE vs AMCR
+32.3%
+55.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.3% | -3.1% |
| 7D | -1.4% | +6.2% | -7.6% | -3.4% |
| 30D | +6.6% | +16.0% | -9.5% | +1.4% |
| 3M | -2.0% | +4.4% | -6.4% | -3.5% |
| 6M | +19.2% | +35.5% | -16.3% | +6.8% |
| YTD | +65.6% | +21.5% | +44.1% | +52.9% |
| 1Y | +87.8% | +30.7% | +57.1% | +74.4% |
| All | +87.8% | +32.3% | +55.6% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling