+24.2%
NU vs AMRZ
-17.3%
+41.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +1.2% |
| 7D | +6.0% | -2.0% | +8.0% | +6.7% |
| 30D | +10.8% | -9.8% | +20.6% | +14.8% |
| 3M | +32.2% | -17.2% | +49.4% | +40.5% |
| 6M | +5.1% | -26.9% | +32.1% | +15.6% |
| YTD | -8.4% | -21.5% | +13.0% | -1.0% |
| 1Y | +0.7% | -22.9% | +23.6% | +8.1% |
| All | +24.2% | -17.3% | +41.5% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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