-7.3%
AMT vs NVD
-54.6%
+47.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.9% | -1.7% |
| 7D | -2.7% | +9.0% | -11.7% | -3.2% |
| 30D | +2.0% | -5.5% | +7.5% | +2.2% |
| 3M | -9.3% | -24.6% | +15.3% | -8.0% |
| 6M | -5.2% | -42.1% | +36.8% | -3.2% |
| YTD | +0.5% | -44.3% | +44.8% | +2.4% |
| 1Y | -7.3% | -54.2% | +46.9% | -4.6% |
| All | -7.3% | -54.6% | +47.3% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling