+45.2%
NU vs AMT
-26.0%
+71.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -2.6% | +1.5% | -4.0% | -3.0% |
| 30D | +8.2% | +3.7% | +4.5% | +7.1% |
| 3M | +26.3% | -7.2% | +33.5% | +28.6% |
| 6M | +2.2% | -4.2% | +6.4% | +3.0% |
| YTD | -10.4% | +1.9% | -12.3% | -11.9% |
| 1Y | -3.0% | -6.4% | +3.4% | -2.1% |
| 3Y | +120.3% | +7.7% | +112.5% | +97.4% |
| All | +45.2% | -26.0% | +71.2% | +63.8% |
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