+342.7%
AMD vs NVTS
-32.9%
+375.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +8.9% | +5.8% | +13.1% |
| 7D | +6.5% | +9.6% | -3.1% | +5.2% |
| 30D | -15.3% | -13.0% | -2.3% | -12.8% |
| 3M | +9.7% | -28.8% | +38.5% | +16.9% |
| 6M | +13.2% | -48.5% | +61.6% | +25.3% |
| YTD | +140.6% | +31.4% | +109.2% | +123.6% |
| 1Y | +111.2% | -2.3% | +113.5% | +104.7% |
| 3Y | +334.4% | +49.8% | +284.6% | +242.6% |
| 5Y | +268.3% | -43.2% | +311.5% | +217.0% |
| All | +342.7% | -32.9% | +375.6% | +278.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling