+1,489.2%
NUE vs AMP
+2,089.3%
-600.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +1.1% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -6.1% | -1.0% | -5.1% | -5.6% |
| 3M | +1.7% | +23.2% | -21.6% | -9.5% |
| 6M | +53.1% | +20.4% | +32.7% | +37.7% |
| YTD | +59.0% | +13.6% | +45.4% | +46.6% |
| 1Y | +85.3% | +13.4% | +72.0% | +70.9% |
| 3Y | +63.2% | +66.5% | -3.3% | +22.4% |
| 5Y | +146.8% | +120.2% | +26.6% | +59.1% |
| 10Y | +584.3% | +576.5% | +7.8% | +132.9% |
| All | +1,489.2% | +2,089.3% | -600.1% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling