-41.6%
AA vs NVD
+51.8%
-93.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -1.0% |
| 7D | +0.5% | +28.6% | -28.1% | +5.5% |
| 30D | -0.6% | +73.6% | -74.2% | +11.3% |
| 3M | -19.7% | +70.1% | -89.7% | -9.7% |
| 6M | -41.6% | +53.6% | -95.2% | -33.1% |
| All | -41.6% | +51.8% | -93.4% | -33.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling