+48.8%
NU vs ABCL
-24.2%
+72.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | +7.5% | +0.7% | +6.8% | +7.3% |
| 30D | +6.1% | +93.1% | -86.9% | -10.7% |
| 3M | +26.8% | +79.4% | -52.6% | +6.9% |
| 6M | +2.5% | +214.9% | -212.4% | -26.0% |
| YTD | -8.2% | +234.2% | -242.4% | -36.0% |
| 1Y | +3.4% | +174.8% | -171.4% | -26.1% |
| 3Y | +116.2% | +104.5% | +11.7% | +54.1% |
| All | +48.8% | -24.2% | +72.9% | +27.7% |
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