+49.6%
NU vs ABCL
+196.9%
-147.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.5% | +2.1% |
| 7D | +6.4% | +12.4% | -6.0% | +4.7% |
| 30D | -23.3% | -0.4% | -23.0% | -23.6% |
| 3M | -10.7% | +80.4% | -91.1% | -19.0% |
| 6M | -10.4% | +138.5% | -149.0% | -23.3% |
| YTD | -26.2% | +265.5% | -291.7% | -41.3% |
| 1Y | -22.1% | +219.7% | -241.8% | -37.0% |
| 3Y | +49.6% | +209.4% | -159.8% | +12.9% |
| All | +49.6% | +196.9% | -147.3% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling