+19.3%
NU vs ABCL
-20.7%
+40.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.1% | +2.9% |
| 7D | +2.8% | -2.7% | +5.4% | +3.2% |
| 30D | -23.0% | -5.4% | -17.6% | -22.7% |
| 3M | -9.7% | +22.4% | -32.2% | -15.6% |
| 6M | -8.7% | +127.6% | -136.4% | -29.1% |
| YTD | -26.4% | +249.4% | -275.8% | -50.0% |
| 1Y | -24.8% | +198.0% | -222.8% | -46.9% |
| 3Y | +44.6% | +195.8% | -151.2% | -11.5% |
| All | +19.3% | -20.7% | +40.0% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling