+103.3%
NU vs ACM
-22.3%
+125.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -0.9% |
| 7D | -2.6% | -3.7% | +1.1% | -1.1% |
| 30D | +8.2% | -12.7% | +20.9% | +13.7% |
| 3M | +26.3% | -9.8% | +36.1% | +30.3% |
| 6M | +2.2% | -31.4% | +33.6% | +19.4% |
| YTD | -10.4% | -32.1% | +21.7% | +4.1% |
| 1Y | -3.0% | -47.8% | +44.8% | +28.7% |
| All | +103.3% | -22.3% | +125.5% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling