+46.4%
NUE vs AS
+131.9%
-85.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.4% | +2.3% |
| 7D | -2.4% | -3.0% | +0.6% | -2.0% |
| 30D | +3.8% | +9.6% | -5.8% | +2.3% |
| 3M | -3.7% | -8.2% | +4.5% | -2.5% |
| 6M | +13.2% | -9.9% | +23.1% | +14.6% |
| YTD | +61.6% | -16.8% | +78.4% | +64.7% |
| 1Y | +83.6% | +3.0% | +80.6% | +80.7% |
| All | +46.4% | +131.9% | -85.5% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling