+48.4%
NU vs AME
+73.9%
-25.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +6.0% | +2.8% | +3.2% | +3.7% |
| 30D | +10.8% | -6.3% | +17.0% | +16.4% |
| 3M | +32.2% | +5.4% | +26.8% | +25.8% |
| 6M | +5.1% | +7.4% | -2.3% | -2.0% |
| YTD | -8.4% | +16.2% | -24.6% | -20.4% |
| 1Y | +0.7% | +26.8% | -26.1% | -19.3% |
| 3Y | +125.1% | +57.5% | +67.6% | +39.8% |
| All | +48.4% | +73.9% | -25.5% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling