+50.5%
AMZN vs NVTS
-14.2%
+64.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | +0.8% | +9.7% | -8.9% | +0.1% |
| 30D | -6.4% | -13.6% | +7.2% | -5.5% |
| 3M | +4.8% | -51.0% | +55.8% | +9.6% |
| 6M | +20.5% | +46.3% | -25.8% | +12.9% |
| YTD | +11.3% | +68.1% | -56.7% | +2.0% |
| 1Y | +9.0% | +113.9% | -104.9% | -4.0% |
| 3Y | +85.9% | +45.3% | +40.6% | +62.3% |
| All | +50.5% | -14.2% | +64.7% | +16.6% |
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