+45.9%
NUE vs AS
+120.4%
-74.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -1.1% |
| 7D | +4.2% | -4.9% | +9.1% | +5.0% |
| 30D | -5.0% | -19.6% | +14.6% | -1.7% |
| 3M | -0.2% | -14.4% | +14.2% | +2.0% |
| 6M | +49.1% | -20.1% | +69.3% | +53.5% |
| YTD | +61.0% | -20.9% | +81.9% | +65.7% |
| 1Y | +82.5% | -21.9% | +104.4% | +87.5% |
| All | +45.9% | +120.4% | -74.5% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling