+49.6%
NU vs AMT
+13.8%
+35.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +6.4% | +0.4% | +6.0% | +6.3% |
| 30D | -23.3% | +3.7% | -27.0% | -23.5% |
| 3M | -10.7% | +10.7% | -21.4% | -11.3% |
| 6M | -10.4% | +9.3% | -19.7% | -10.9% |
| YTD | -26.2% | +10.9% | -37.1% | -26.7% |
| 1Y | -22.1% | +10.5% | -32.6% | -22.7% |
| 3Y | +49.6% | +15.5% | +34.1% | +38.8% |
| All | +49.6% | +13.8% | +35.8% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling