+146.8%
NUE vs AR
+148.2%
-1.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.3% | -1.2% | -1.1% | -2.0% |
| 30D | -6.1% | +5.5% | -11.6% | -7.2% |
| 3M | +1.7% | +12.9% | -11.2% | -1.4% |
| 6M | +53.1% | +0.1% | +53.0% | +51.6% |
| YTD | +59.0% | +13.5% | +45.5% | +52.3% |
| 1Y | +85.3% | +21.6% | +63.8% | +73.5% |
| 3Y | +63.2% | +46.0% | +17.3% | +41.6% |
| 5Y | +146.8% | +143.7% | +3.1% | +76.3% |
| All | +146.8% | +148.2% | -1.4% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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