+79.6%
AA vs NVD
-99.2%
+178.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.3% |
| 7D | -0.7% | -11.1% | +10.4% | -2.6% |
| 30D | +5.0% | -13.3% | +18.2% | +3.1% |
| 3M | -35.8% | -19.8% | -16.0% | -36.9% |
| 6M | -18.4% | -48.8% | +30.4% | -24.5% |
| YTD | -5.5% | -49.7% | +44.2% | -11.9% |
| 1Y | +61.0% | -61.4% | +122.3% | +46.5% |
| 3Y | +66.2% | -99.1% | +165.3% | +18.2% |
| All | +79.6% | -99.2% | +178.8% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling