+40.0%
NU vs ALM
+836.8%
-796.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.5% | +2.5% | -3.5% |
| 7D | +0.8% | -4.0% | +4.8% | +1.1% |
| 30D | -24.1% | -30.5% | +6.4% | -22.0% |
| 3M | -12.8% | -46.9% | +34.1% | -8.8% |
| 6M | -10.9% | -65.5% | +54.7% | -4.9% |
| YTD | -29.3% | -13.4% | -15.9% | -28.7% |
| 1Y | -26.9% | +9.8% | -36.7% | -27.1% |
| All | +40.0% | +836.8% | -796.8% | +36.0% |
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