-99.2%
NVD vs ACGL
+38.1%
-137.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.4% | -0.9% |
| 7D | -11.1% | -0.7% | -10.4% | -10.9% |
| 30D | -13.3% | -1.0% | -12.3% | -12.9% |
| 3M | -19.8% | +11.0% | -30.9% | -20.6% |
| 6M | -48.8% | -0.3% | -48.5% | -48.8% |
| YTD | -49.7% | +2.3% | -51.9% | -49.7% |
| 1Y | -61.4% | +6.4% | -67.7% | -61.5% |
| 3Y | -99.1% | +34.0% | -133.1% | -99.0% |
| All | -99.2% | +38.1% | -137.3% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling