+155.9%
NUE vs AMP
+122.1%
+33.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.0% |
| 7D | -0.6% | -0.5% | -0.1% | -0.3% |
| 30D | -4.6% | -1.3% | -3.2% | -3.7% |
| 3M | -0.3% | +24.2% | -24.5% | -14.7% |
| 6M | +51.9% | +24.6% | +27.3% | +29.2% |
| YTD | +60.0% | +14.8% | +45.2% | +42.7% |
| 1Y | +82.9% | +12.8% | +70.1% | +65.0% |
| 3Y | +66.0% | +69.0% | -3.0% | +9.7% |
| All | +155.9% | +122.1% | +33.8% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 5y: compounded portfolio wealth divided by compounded AMP 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…
5y analysis · Full analysis span regression · 6 months rolling