-87.7%
AMC vs NVD
-98.9%
+11.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.5% | +7.4% | +1.2% |
| 7D | +2.6% | +16.8% | -14.2% | +5.4% |
| 30D | +9.0% | +54.3% | -45.3% | +16.6% |
| 3M | +22.2% | +24.3% | -2.1% | +28.1% |
| 6M | +91.5% | +0.6% | +90.9% | +98.9% |
| YTD | +101.3% | -27.7% | +129.0% | +104.2% |
| 1Y | +20.8% | -29.4% | +50.2% | +22.8% |
| 3Y | -71.3% | -98.8% | +27.5% | -80.3% |
| All | -87.7% | -98.9% | +11.2% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling