+634.1%
NUE vs AR
-29.4%
+663.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.6% |
| 7D | -2.4% | +2.1% | -4.5% | -2.8% |
| 30D | +3.8% | +4.5% | -0.7% | +2.9% |
| 3M | -3.7% | +1.0% | -4.7% | -4.0% |
| 6M | +13.2% | +4.4% | +8.8% | +11.6% |
| YTD | +61.6% | +10.9% | +50.7% | +56.4% |
| 1Y | +83.6% | +8.6% | +75.0% | +78.1% |
| 3Y | +78.6% | +48.5% | +30.1% | +59.4% |
| 5Y | +148.0% | +95.7% | +52.2% | +103.4% |
| 10Y | +449.9% | +55.5% | +394.4% | +321.9% |
| All | +634.1% | -29.4% | +663.5% | +536.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling