-13.4%
NVD vs ACGL
+21.8%
-35.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.8% | +7.9% | +7.6% |
| 7D | +23.8% | -1.1% | +24.9% | +26.0% |
| 30D | +57.0% | +13.1% | +43.9% | +34.8% |
| 3M | +41.6% | +9.8% | +31.8% | +27.1% |
| 6M | +17.6% | +15.3% | +2.3% | -0.8% |
| YTD | -21.4% | +12.7% | -34.1% | -31.9% |
| All | -13.4% | +21.8% | -35.2% | -35.1% |
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