-6.4%
AMT vs NVTS
+103.9%
-110.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | -0.2% |
| 7D | +1.5% | +3.5% | -2.0% | +1.5% |
| 30D | +3.7% | -11.9% | +15.7% | +3.5% |
| 3M | -7.2% | -49.2% | +42.0% | -7.8% |
| 6M | -4.2% | +38.4% | -42.6% | -4.8% |
| YTD | +1.9% | +62.5% | -60.6% | +0.2% |
| 1Y | -6.4% | +101.4% | -107.8% | -5.3% |
| All | -6.4% | +103.9% | -110.2% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling