-25.9%
AMT vs NVTS
-15.6%
-10.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.3% | -7.4% | -1.1% |
| 7D | -0.2% | +2.7% | -2.9% | -0.2% |
| 30D | +4.6% | -4.5% | +9.1% | +4.6% |
| 3M | -8.4% | -61.5% | +53.1% | -7.7% |
| 6M | -6.0% | +28.0% | -34.0% | -7.0% |
| YTD | +2.1% | +65.3% | -63.1% | +0.4% |
| 1Y | -6.4% | +113.0% | -119.4% | -8.5% |
| 3Y | +8.1% | +34.7% | -26.6% | +9.1% |
| All | -25.9% | -15.6% | -10.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling