+602.9%
AMD vs NVDL
+2,480.8%
-1,877.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.7% | +1.3% | -1.7% |
| 7D | +10.4% | -8.7% | +19.1% | +13.8% |
| 30D | +6.2% | -1.3% | +7.5% | +5.5% |
| 3M | +11.3% | +11.4% | 0.0% | +5.5% |
| 6M | +147.8% | +22.9% | +124.9% | +124.0% |
| YTD | +135.2% | +15.4% | +119.7% | +115.9% |
| 1Y | +215.7% | +18.8% | +196.9% | +182.9% |
| 3Y | +374.7% | +641.4% | -266.7% | +54.0% |
| All | +602.9% | +2,480.8% | -1,877.9% | +19.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling