-98.8%
AMC vs NVS
+260.1%
-358.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +3.5% | -1.3% | +4.8% | +3.7% |
| 30D | +12.5% | +9.3% | +3.2% | +11.1% |
| 3M | +23.6% | +5.8% | +17.8% | +22.4% |
| 6M | +144.4% | +7.2% | +137.2% | +140.2% |
| YTD | +108.3% | +20.0% | +88.4% | +100.4% |
| 1Y | +38.9% | +25.4% | +13.5% | +32.3% |
| 3Y | -58.9% | +89.2% | -148.1% | -64.6% |
| 5Y | -99.2% | +134.6% | -233.8% | -99.3% |
| All | -98.8% | +260.1% | -358.9% | -99.1% |
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