+125.3%
AS vs NVDX
+141.0%
-15.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.0% | +6.1% | -1.5% |
| 7D | -3.6% | -17.5% | +13.9% | -1.1% |
| 30D | +3.4% | -49.2% | +52.6% | +13.4% |
| 3M | -8.6% | -49.3% | +40.7% | -0.4% |
| 6M | -10.0% | -52.0% | +41.9% | -2.3% |
| YTD | -19.2% | -39.1% | +19.9% | -16.6% |
| 1Y | -3.8% | -45.8% | +42.0% | +0.7% |
| All | +125.3% | +141.0% | -15.7% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling