-97.7%
AMC vs NVS
+275.0%
-372.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.9% |
| 7D | +2.6% | +1.1% | +1.5% | +2.5% |
| 30D | +9.0% | +13.4% | -4.4% | +6.2% |
| 3M | +22.2% | +5.4% | +16.8% | +20.5% |
| 6M | +91.5% | +9.6% | +81.9% | +85.9% |
| YTD | +101.3% | +21.5% | +79.8% | +90.3% |
| 1Y | +20.8% | +32.3% | -11.6% | +11.5% |
| 3Y | -71.3% | +92.9% | -164.3% | -76.5% |
| 5Y | -99.2% | +134.3% | -233.6% | -99.4% |
| 10Y | -98.7% | +272.3% | -371.0% | -99.2% |
| All | -97.7% | +275.0% | -372.7% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling