+37.2%
NUE vs AS
+134.9%
-97.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -10.6% | +6.9% | -17.5% | -11.5% |
| 30D | -0.6% | +16.0% | -16.6% | -2.9% |
| 3M | -9.7% | -12.8% | +3.1% | -7.9% |
| 6M | +5.1% | -15.4% | +20.5% | +7.5% |
| YTD | +51.4% | -15.7% | +67.2% | +54.1% |
| 1Y | +71.3% | +6.1% | +65.3% | +67.9% |
| All | +37.2% | +134.9% | -97.6% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling