+65.0%
NUE vs AME
+55.9%
+9.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | -2.3% | +1.3% | -3.6% | -3.1% |
| 30D | -6.1% | -6.6% | +0.5% | -2.1% |
| 3M | +1.7% | +3.0% | -1.3% | -0.2% |
| 6M | +53.1% | +5.3% | +47.8% | +47.8% |
| YTD | +59.0% | +15.4% | +43.6% | +45.1% |
| 1Y | +85.3% | +26.8% | +58.5% | +59.1% |
| All | +65.0% | +55.9% | +9.1% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling