+48.4%
NU vs ABCL
-24.1%
+72.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +6.0% | +1.4% | +4.6% | +5.7% |
| 30D | +10.8% | +65.1% | -54.3% | -3.0% |
| 3M | +32.2% | +111.1% | -78.9% | +7.1% |
| 6M | +5.1% | +231.6% | -226.5% | -25.0% |
| YTD | -8.4% | +234.5% | -242.9% | -36.1% |
| 1Y | +0.7% | +174.3% | -173.6% | -27.9% |
| 3Y | +125.1% | +111.5% | +13.6% | +58.1% |
| All | +48.4% | -24.1% | +72.5% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling