+28.0%
NU vs ACM
+1.0%
+27.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.6% | +11.2% | +11.4% |
| 7D | +9.9% | +5.6% | +4.3% | +6.2% |
| 30D | -11.5% | +20.8% | -32.3% | -21.4% |
| 3M | -5.1% | +11.4% | -16.5% | -12.0% |
| 6M | +3.1% | +0.9% | +2.2% | +0.1% |
| YTD | -21.0% | -24.8% | +3.8% | -7.9% |
| 1Y | -15.2% | -46.4% | +31.2% | +28.5% |
| 3Y | +56.4% | -9.2% | +65.7% | +41.0% |
| All | +28.0% | +1.0% | +27.0% | -3.3% |
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