-30.2%
NVD vs ACGL
+28.7%
-58.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.7% | +3.8% | +2.9% |
| 7D | +15.0% | +8.0% | +7.0% | +4.3% |
| 30D | +39.3% | +17.3% | +22.0% | +14.2% |
| 3M | +3.1% | +11.2% | -8.1% | -9.0% |
| 6M | -19.0% | +18.2% | -37.2% | -33.8% |
| YTD | -35.5% | +15.4% | -50.9% | -45.8% |
| 1Y | -30.2% | +26.5% | -56.7% | -49.9% |
| All | -30.2% | +28.7% | -58.9% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling