+41.5%
NU vs ACM
-9.5%
+51.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.3% |
| 7D | -4.9% | -4.6% | -0.3% | -2.1% |
| 30D | +7.8% | +4.1% | +3.7% | +4.3% |
| 3M | +20.9% | -8.3% | +29.2% | +25.1% |
| 6M | +0.9% | -30.1% | +31.0% | +25.1% |
| YTD | -12.7% | -32.6% | +19.9% | +9.2% |
| 1Y | -6.4% | -49.6% | +43.2% | +45.3% |
| 3Y | +98.1% | -23.0% | +121.1% | +102.0% |
| All | +41.5% | -9.5% | +51.0% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling