+74.8%
AMT vs NVT
+498.9%
-424.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.8% | -0.4% |
| 7D | -2.4% | +3.5% | -5.8% | -2.8% |
| 30D | +4.2% | -28.2% | +32.4% | +7.2% |
| 3M | +13.4% | -30.1% | +43.5% | +16.8% |
| 6M | +9.4% | -32.5% | +41.9% | +12.5% |
| YTD | +11.7% | +15.2% | -3.5% | +5.8% |
| 1Y | +7.1% | +7.2% | -0.1% | +2.4% |
| 3Y | +15.1% | +134.2% | -119.1% | -9.0% |
| 5Y | -17.9% | +238.3% | -256.2% | -41.6% |
| All | +74.8% | +498.9% | -424.1% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling