+142.4%
AMT vs NVS
+260.1%
-117.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +1.5% | -1.3% | +2.8% | +2.1% |
| 30D | +6.8% | +9.3% | -2.5% | +2.3% |
| 3M | +11.2% | +5.8% | +5.4% | +6.9% |
| 6M | +12.5% | +7.2% | +5.3% | +6.9% |
| YTD | +12.5% | +20.0% | -7.5% | +0.5% |
| 1Y | +10.1% | +25.4% | -15.3% | -4.1% |
| 3Y | +16.0% | +89.2% | -73.2% | -20.0% |
| 5Y | -17.2% | +134.6% | -151.8% | -50.7% |
| All | +142.4% | +260.1% | -117.6% | +31.4% |
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