+14,317.4%
NUE vs AME
+18,709.1%
-4,391.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.3% |
| 7D | +4.2% | +0.6% | +3.6% | +3.9% |
| 30D | -5.0% | -6.7% | +1.7% | -1.3% |
| 3M | -0.2% | +4.1% | -4.3% | -2.5% |
| 6M | +49.1% | +1.6% | +47.6% | +47.5% |
| YTD | +61.0% | +16.1% | +44.9% | +48.1% |
| 1Y | +82.5% | +27.3% | +55.2% | +59.1% |
| 3Y | +57.9% | +50.9% | +7.1% | +25.0% |
| 5Y | +146.6% | +81.4% | +65.2% | +78.4% |
| 10Y | +561.6% | +417.0% | +144.6% | +189.9% |
| All | +14,317.4% | +18,709.1% | -4,391.7% | +1,984.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling