+66.0%
NUE vs AZO
+10.0%
+55.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | -0.6% | -3.6% | +2.9% | -0.2% |
| 30D | -4.6% | -5.6% | +1.0% | -3.9% |
| 3M | -0.3% | -6.6% | +6.3% | +0.4% |
| 6M | +51.9% | -22.5% | +74.4% | +57.1% |
| YTD | +60.0% | -15.2% | +75.2% | +62.8% |
| 1Y | +82.9% | -33.9% | +116.8% | +95.8% |
| 3Y | +66.0% | +11.8% | +54.2% | +54.3% |
| All | +66.0% | +10.0% | +55.9% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 3y: compounded portfolio wealth divided by compounded AZO 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…
3y analysis · Full analysis span regression · 6 months rolling