-30.9%
AMT vs NVT
+420.2%
-451.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.1% |
| 7D | +1.5% | +7.0% | -5.5% | +1.3% |
| 30D | +3.7% | -2.3% | +6.1% | +3.8% |
| 3M | -7.2% | -3.1% | -4.1% | -7.2% |
| 6M | -4.2% | +47.0% | -51.2% | -7.2% |
| YTD | +1.9% | +56.2% | -54.3% | -2.0% |
| 1Y | -6.4% | +74.5% | -80.9% | -11.0% |
| 3Y | +7.7% | +184.0% | -176.3% | -10.0% |
| 5Y | -30.9% | +410.8% | -441.7% | -54.4% |
| All | -30.9% | +420.2% | -451.1% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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