+19.3%
NU vs ACGL
+167.0%
-147.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +2.8% | -1.4% | +4.1% | +3.2% |
| 30D | -23.0% | +12.4% | -35.4% | -26.4% |
| 3M | -9.7% | +11.1% | -20.8% | -13.4% |
| 6M | -8.7% | +16.3% | -25.1% | -14.3% |
| YTD | -26.4% | +13.8% | -40.2% | -30.7% |
| 1Y | -24.8% | +20.4% | -45.2% | -30.8% |
| 3Y | +44.6% | +33.6% | +11.0% | +23.2% |
| All | +19.3% | +167.0% | -147.7% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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