+172.8%
NUE vs AUR
-36.7%
+209.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.7% |
| 7D | -2.7% | +0.2% | -2.8% | -2.7% |
| 30D | -6.1% | -8.9% | +2.9% | -5.4% |
| 3M | +2.2% | +4.6% | -2.4% | +1.2% |
| 6M | +50.8% | +44.9% | +5.9% | +43.7% |
| YTD | +57.5% | +64.8% | -7.3% | +47.7% |
| 1Y | +82.5% | +16.4% | +66.1% | +76.4% |
| 3Y | +61.7% | +85.1% | -23.4% | +41.6% |
| 5Y | +145.1% | -36.1% | +181.3% | +94.9% |
| All | +172.8% | -36.7% | +209.5% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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