+103.3%
NU vs AME
+55.9%
+47.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -1.8% |
| 7D | -2.6% | +1.3% | -3.9% | -3.3% |
| 30D | +8.2% | -6.6% | +14.8% | +12.4% |
| 3M | +26.3% | +3.0% | +23.3% | +23.6% |
| 6M | +2.2% | +5.3% | -3.1% | -1.5% |
| YTD | -10.4% | +15.4% | -25.8% | -18.4% |
| 1Y | -3.0% | +26.8% | -29.8% | -16.7% |
| All | +103.3% | +55.9% | +47.3% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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