+87.8%
NUE vs AU
+42.5%
+45.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.0% | -10.0% | -2.7% |
| 7D | -1.4% | +0.8% | -2.2% | -1.5% |
| 30D | +6.6% | -7.0% | +13.5% | +7.1% |
| 3M | -2.0% | +8.5% | -10.5% | -3.7% |
| 6M | +19.2% | -1.3% | +20.5% | +18.1% |
| YTD | +65.6% | +6.8% | +58.8% | +59.2% |
| 1Y | +87.8% | +44.6% | +43.2% | +74.4% |
| All | +87.8% | +42.5% | +45.3% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling