+28.0%
NU vs ABT
-9.5%
+37.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.2% | +10.6% | +11.3% |
| 7D | +9.9% | -1.3% | +11.2% | +10.4% |
| 30D | -11.5% | +6.0% | -17.5% | -13.4% |
| 3M | -5.1% | -1.9% | -3.2% | -4.7% |
| 6M | +3.1% | +31.2% | -28.1% | -7.6% |
| YTD | -21.0% | -11.2% | -9.8% | -17.9% |
| 1Y | -15.2% | -14.0% | -1.2% | -10.6% |
| 3Y | +56.4% | +20.7% | +35.8% | +28.6% |
| All | +28.0% | -9.5% | +37.5% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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