-6.1%
ABT vs NVTS
-14.2%
+8.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.6% |
| 7D | -3.1% | +9.7% | -12.8% | -3.1% |
| 30D | -2.1% | -13.6% | +11.5% | -2.1% |
| 3M | +17.4% | -51.0% | +68.4% | +17.8% |
| 6M | -2.4% | +46.3% | -48.7% | -3.4% |
| YTD | -14.2% | +68.1% | -82.3% | -15.4% |
| 1Y | -18.3% | +113.9% | -132.2% | -20.2% |
| 3Y | +11.5% | +45.3% | -33.8% | +11.2% |
| All | -6.1% | -14.2% | +8.1% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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