+9,855.7%
AME vs NVS
+1,078.6%
+8,777.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.9% | +13.9% | +5.4% |
| 7D | +2.8% | -14.6% | +17.4% | +8.6% |
| 30D | -6.3% | -11.9% | +5.6% | -2.4% |
| 3M | +5.4% | -6.0% | +11.3% | +6.6% |
| 6M | +7.4% | -11.4% | +18.8% | +11.2% |
| YTD | +16.2% | +2.9% | +13.2% | +13.1% |
| 1Y | +26.8% | +10.2% | +16.6% | +20.0% |
| 3Y | +57.5% | +55.3% | +2.2% | +27.5% |
| 5Y | +84.8% | +89.6% | -4.8% | +36.5% |
| 10Y | +424.3% | +176.1% | +248.2% | +236.1% |
| All | +9,855.7% | +1,078.6% | +8,777.1% | +4,354.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling