+69.8%
AA vs NVD
-98.4%
+168.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.0% | -10.5% | +0.1% |
| 7D | +5.3% | +17.0% | -11.7% | +8.4% |
| 30D | -2.3% | +77.3% | -79.5% | +8.6% |
| 3M | -20.8% | +61.6% | -82.4% | -12.6% |
| 6M | -39.8% | +40.7% | -80.5% | -34.0% |
| YTD | -23.3% | -10.5% | -12.8% | -20.3% |
| 1Y | +1.8% | -6.1% | +8.0% | +7.2% |
| All | +69.8% | -98.4% | +168.2% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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