+120.4%
AS vs NVDX
+391.1%
-270.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.1% | +3.4% |
| 7D | -4.9% | +11.6% | -16.5% | -6.5% |
| 30D | -19.6% | +7.5% | -27.1% | -20.9% |
| 3M | -14.4% | +2.1% | -16.5% | -15.8% |
| 6M | -20.1% | +35.5% | -55.6% | -25.6% |
| YTD | -20.9% | +24.1% | -45.1% | -25.9% |
| 1Y | -21.9% | +33.0% | -54.8% | -28.4% |
| All | +120.4% | +391.1% | -270.7% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling