+82.9%
NUE vs AME
+29.6%
+53.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | -0.1% |
| 7D | -0.6% | +1.7% | -2.4% | -1.5% |
| 30D | -4.6% | -6.4% | +1.9% | -1.4% |
| 3M | -0.3% | +7.1% | -7.4% | -3.3% |
| 6M | +51.9% | +8.2% | +43.7% | +45.8% |
| YTD | +60.0% | +18.2% | +41.8% | +50.6% |
| 1Y | +82.9% | +26.7% | +56.1% | +68.0% |
| All | +82.9% | +29.6% | +53.3% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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