+631.4%
NUE vs AR
-27.2%
+658.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +4.2% | +2.5% | +1.7% | +3.7% |
| 30D | -5.0% | +14.8% | -19.8% | -7.5% |
| 3M | -0.2% | +6.2% | -6.4% | -1.7% |
| 6M | +49.1% | +4.3% | +44.9% | +46.8% |
| YTD | +61.0% | +14.4% | +46.6% | +55.2% |
| 1Y | +82.5% | +21.3% | +61.2% | +73.2% |
| 3Y | +57.9% | +39.8% | +18.1% | +42.5% |
| 5Y | +146.6% | +142.1% | +4.5% | +94.5% |
| 10Y | +561.6% | +52.0% | +509.6% | +410.2% |
| All | +631.4% | -27.2% | +658.6% | +531.2% |
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