+95.5%
AMD vs NVDL
-23.5%
+118.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.1% | +7.1% | +4.0% |
| 7D | -15.5% | -14.0% | -1.5% | -8.9% |
| 30D | -22.6% | -31.2% | +8.6% | -7.4% |
| 3M | -5.7% | -15.5% | +9.8% | +0.3% |
| 6M | +43.1% | -10.3% | +53.4% | +44.5% |
| YTD | +128.2% | -5.8% | +134.0% | +114.9% |
| 1Y | +95.5% | -20.1% | +115.6% | +97.8% |
| All | +95.5% | -23.5% | +118.9% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling