-98.7%
AMC vs NVS
+256.0%
-354.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.8% |
| 7D | +5.5% | +2.5% | +3.0% | +5.2% |
| 30D | +16.1% | +13.6% | +2.5% | +13.9% |
| 3M | +43.0% | +4.1% | +38.8% | +41.9% |
| 6M | +130.7% | +11.8% | +118.9% | +124.9% |
| YTD | +121.8% | +22.0% | +99.8% | +112.8% |
| 1Y | +40.7% | +32.3% | +8.4% | +32.7% |
| 3Y | -56.8% | +93.6% | -150.4% | -62.9% |
| 5Y | -99.1% | +136.7% | -235.8% | -99.3% |
| 10Y | -98.7% | +254.6% | -353.3% | -99.0% |
| All | -98.7% | +256.0% | -354.7% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling