-25.9%
AMT vs NVTS
-14.2%
-11.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | -0.2% | +9.7% | -9.9% | -0.2% |
| 30D | +1.8% | -13.6% | +15.5% | +1.9% |
| 3M | -6.2% | -51.0% | +44.8% | -5.7% |
| 6M | -5.0% | +46.3% | -51.3% | -6.1% |
| YTD | +2.1% | +68.1% | -66.0% | +0.4% |
| 1Y | -5.7% | +113.9% | -119.6% | -7.9% |
| 3Y | +7.9% | +45.3% | -37.4% | +8.6% |
| All | -25.9% | -14.2% | -11.8% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling