+48.8%
NU vs ALM
+984.6%
-935.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.9% |
| 7D | +7.5% | -2.6% | +10.1% | +7.7% |
| 30D | +6.1% | +32.0% | -25.9% | +4.3% |
| 3M | +26.8% | -15.0% | +41.9% | +27.1% |
| 6M | +2.5% | -10.1% | +12.6% | +1.9% |
| YTD | -8.2% | +99.4% | -107.6% | -12.2% |
| 1Y | +3.4% | +316.4% | -313.0% | -4.7% |
| 3Y | +116.2% | +2,022.0% | -1,905.8% | +83.2% |
| All | +48.8% | +984.6% | -935.8% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling