-59.5%
NVD vs ACGL
+5.7%
-65.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.4% |
| 7D | +0.5% | -2.1% | +2.7% | +2.7% |
| 30D | -9.3% | -2.2% | -7.1% | -6.5% |
| 3M | -22.1% | +6.3% | -28.4% | -25.4% |
| 6M | -45.8% | +0.5% | -46.3% | -46.1% |
| YTD | -46.7% | +0.2% | -46.9% | -46.5% |
| 1Y | -59.5% | +7.3% | -66.7% | -61.7% |
| All | -59.5% | +5.7% | -65.2% | -61.7% |
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