+575.6%
NUE vs AMCR
+14.6%
+561.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +2.4% |
| 7D | -0.6% | -6.3% | +5.6% | +2.8% |
| 30D | -4.6% | -7.8% | +3.2% | -0.6% |
| 3M | -0.3% | +7.5% | -7.9% | -4.8% |
| 6M | +51.9% | +2.7% | +49.2% | +47.6% |
| YTD | +60.0% | +6.0% | +54.0% | +51.6% |
| 1Y | +82.9% | +7.8% | +75.1% | +71.2% |
| 3Y | +66.0% | +5.8% | +60.2% | +53.4% |
| 5Y | +149.0% | -11.6% | +160.6% | +155.5% |
| All | +575.6% | +14.6% | +561.0% | +466.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling