+433.0%
AME vs NVS
+179.5%
+253.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.4% |
| 7D | +1.7% | -14.3% | +16.0% | +8.3% |
| 30D | -6.4% | -10.0% | +3.5% | -3.1% |
| 3M | +7.1% | -10.9% | +18.0% | +11.0% |
| 6M | +8.2% | -12.0% | +20.1% | +12.7% |
| YTD | +18.2% | +2.5% | +15.7% | +13.9% |
| 1Y | +26.7% | +10.7% | +16.1% | +17.3% |
| 3Y | +60.7% | +53.3% | +7.4% | +21.2% |
| 5Y | +91.6% | +93.6% | -2.0% | +21.7% |
| All | +433.0% | +179.5% | +253.5% | +204.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling