+45.2%
NU vs AMCR
-5.2%
+50.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.6% | -0.8% |
| 7D | -2.6% | -6.3% | +3.7% | +0.5% |
| 30D | +8.2% | -7.1% | +15.4% | +12.0% |
| 3M | +26.3% | +12.7% | +13.6% | +18.3% |
| 6M | +2.2% | +5.2% | -2.9% | -1.3% |
| YTD | -10.4% | +8.1% | -18.5% | -16.0% |
| 1Y | -3.0% | +11.7% | -14.7% | -11.1% |
| 3Y | +120.3% | +9.9% | +110.4% | +92.0% |
| All | +45.2% | -5.2% | +50.4% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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