+19.3%
NU vs AMT
-18.9%
+38.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +2.8% | -2.4% | +5.1% | +3.4% |
| 30D | -23.0% | +4.2% | -27.3% | -24.0% |
| 3M | -9.7% | +13.4% | -23.2% | -13.0% |
| 6M | -8.7% | +9.4% | -18.1% | -11.5% |
| YTD | -26.4% | +11.7% | -38.1% | -29.6% |
| 1Y | -24.8% | +7.1% | -32.0% | -27.1% |
| 3Y | +44.6% | +15.1% | +29.5% | +28.2% |
| All | +19.3% | -18.9% | +38.1% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling