+19.3%
NU vs ABT
-8.9%
+28.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.0% | +2.3% |
| 7D | +2.8% | -5.4% | +8.1% | +4.6% |
| 30D | -23.0% | +8.0% | -31.0% | -25.3% |
| 3M | -9.7% | +0.2% | -10.0% | -10.1% |
| 6M | -8.7% | +34.1% | -42.9% | -19.0% |
| YTD | -26.4% | -10.6% | -15.8% | -23.7% |
| 1Y | -24.8% | -11.8% | -13.0% | -21.7% |
| 3Y | +44.6% | +23.9% | +20.7% | +16.7% |
| All | +19.3% | -8.9% | +28.1% | +32.8% |
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