-99.4%
AMC vs NVS
+113.6%
-213.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.7% |
| 7D | +2.3% | +4.0% | -1.7% | +1.5% |
| 30D | -0.7% | +3.6% | -4.3% | -1.5% |
| 3M | +35.2% | +7.8% | +27.4% | +32.2% |
| 6M | +124.6% | -0.2% | +124.8% | +124.2% |
| YTD | +69.9% | +19.6% | +50.3% | +60.7% |
| 1Y | -2.6% | +28.4% | -30.9% | -10.1% |
| 3Y | -79.8% | +76.2% | -156.0% | -83.9% |
| All | -99.4% | +113.6% | -213.1% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling