+48.8%
NU vs ACM
-5.1%
+53.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | +7.5% | -3.7% | +11.2% | +10.0% |
| 30D | +6.1% | -11.1% | +17.3% | +13.1% |
| 3M | +26.8% | -8.0% | +34.8% | +31.4% |
| 6M | +2.5% | -29.7% | +32.1% | +27.1% |
| YTD | -8.2% | -29.4% | +21.2% | +11.5% |
| 1Y | +3.4% | -46.4% | +49.8% | +53.9% |
| 3Y | +116.2% | -22.3% | +138.5% | +123.4% |
| All | +48.8% | -5.1% | +53.9% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling