+4,764.4%
NUE vs AU
+751.1%
+4,013.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.3% | -0.3% |
| 7D | -2.7% | -7.0% | +4.3% | -1.5% |
| 30D | -6.1% | +7.3% | -13.3% | -7.5% |
| 3M | +2.2% | +33.2% | -31.0% | -3.3% |
| 6M | +50.8% | -0.6% | +51.4% | +48.5% |
| YTD | +57.5% | +26.2% | +31.4% | +48.1% |
| 1Y | +82.5% | +68.3% | +14.2% | +62.3% |
| 3Y | +61.7% | +592.1% | -530.4% | +8.6% |
| 5Y | +145.1% | +685.3% | -540.1% | +56.5% |
| 10Y | +577.8% | +682.5% | -104.7% | +275.8% |
| All | +4,764.4% | +751.1% | +4,013.3% | +2,156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling