-3.2%
NU vs ALM
+279.2%
-282.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.6% | +9.7% | +1.1% |
| 7D | -4.2% | -7.1% | +2.9% | -3.6% |
| 30D | +10.0% | +24.7% | -14.6% | +7.2% |
| 3M | +29.3% | +8.3% | +21.0% | +26.9% |
| 6M | +0.9% | -22.2% | +23.1% | +0.7% |
| YTD | -10.3% | +88.1% | -98.4% | -16.1% |
| 1Y | -3.2% | +272.4% | -275.5% | -15.2% |
| All | -3.2% | +279.2% | -282.3% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling