+375.0%
AMD vs NVTS
-28.0%
+403.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.4% | 0.0% | +6.0% |
| 7D | +13.1% | +7.9% | +5.2% | +12.1% |
| 30D | -7.0% | +0.8% | -7.8% | -6.6% |
| 3M | +16.6% | -26.0% | +42.5% | +23.3% |
| 6M | +20.5% | -55.5% | +76.1% | +36.9% |
| YTD | +158.2% | +41.0% | +117.1% | +136.8% |
| 1Y | +132.8% | +10.4% | +122.4% | +121.0% |
| 3Y | +366.2% | +60.9% | +305.4% | +262.9% |
| 5Y | +278.7% | -42.8% | +321.5% | +222.2% |
| All | +375.0% | -28.0% | +403.0% | +301.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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