+22.5%
AMT vs NVD
-98.5%
+121.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.8% |
| 7D | +1.5% | +28.6% | -27.1% | +0.1% |
| 30D | +6.8% | +73.6% | -66.8% | +3.6% |
| 3M | +11.2% | +70.1% | -58.9% | +7.8% |
| 6M | +12.5% | +53.6% | -41.1% | +9.2% |
| YTD | +12.5% | -7.0% | +19.5% | +11.3% |
| 1Y | +10.1% | -9.0% | +19.1% | +8.9% |
| 3Y | +16.0% | -98.3% | +114.4% | +14.9% |
| All | +22.5% | -98.5% | +121.0% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling