+41.0%
NUE vs AS
+123.4%
-82.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.6% | -3.3% |
| 7D | +2.8% | -4.9% | +7.6% | +3.5% |
| 30D | -2.1% | +3.9% | -6.0% | -2.7% |
| 3M | -7.3% | -9.6% | +2.3% | -6.1% |
| 6M | +8.9% | -8.7% | +17.5% | +9.9% |
| YTD | +55.6% | -19.8% | +75.4% | +59.5% |
| 1Y | +74.7% | -1.5% | +76.2% | +73.1% |
| All | +41.0% | +123.4% | -82.4% | +28.4% |
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