+107.7%
NU vs ALM
+2,247.5%
-2,139.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.8% | -9.1% | -0.8% |
| 7D | +6.0% | +8.4% | -2.4% | +5.5% |
| 30D | +10.8% | +34.8% | -24.1% | +8.5% |
| 3M | +32.2% | +16.2% | +15.9% | +30.2% |
| 6M | +5.1% | +2.1% | +3.0% | +3.7% |
| YTD | -8.4% | +117.0% | -125.4% | -12.9% |
| 1Y | +0.7% | +313.9% | -313.1% | -7.0% |
| All | +107.7% | +2,247.5% | -2,139.7% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling