+13,834.6%
NUE vs AME
+19,084.4%
-5,249.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.7% |
| 7D | +2.8% | +5.9% | -3.1% | -0.4% |
| 30D | -2.1% | -1.9% | -0.2% | -1.2% |
| 3M | -7.3% | -5.4% | -2.0% | -4.7% |
| 6M | +8.9% | +4.9% | +3.9% | +5.7% |
| YTD | +55.6% | +18.5% | +37.1% | +41.3% |
| 1Y | +74.7% | +25.5% | +49.2% | +53.8% |
| 3Y | +71.7% | +63.0% | +8.6% | +30.0% |
| 5Y | +141.2% | +78.3% | +62.9% | +75.9% |
| 10Y | +429.6% | +447.1% | -17.5% | +124.8% |
| All | +13,834.6% | +19,084.4% | -5,249.7% | +1,888.9% |
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