-13.5%
AMT vs NVS
+134.2%
-147.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +1.5% | -1.3% | +2.8% | +2.0% |
| 30D | +6.8% | +9.3% | -2.5% | +3.3% |
| 3M | +11.2% | +5.8% | +5.4% | +7.8% |
| 6M | +12.5% | +7.2% | +5.3% | +8.0% |
| YTD | +12.5% | +20.0% | -7.5% | +2.6% |
| 1Y | +10.1% | +25.4% | -15.3% | -1.7% |
| 3Y | +16.0% | +89.2% | -73.2% | -14.6% |
| All | -13.5% | +134.2% | -147.7% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling