-61.4%
NVD vs ACM
-45.8%
-15.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -11.1% | -3.7% | -7.4% | -11.6% |
| 30D | -13.3% | -11.1% | -2.1% | -15.9% |
| 3M | -19.8% | -8.0% | -11.8% | -21.7% |
| 6M | -48.8% | -29.7% | -19.1% | -53.1% |
| YTD | -49.7% | -29.4% | -20.3% | -53.4% |
| 1Y | -61.4% | -46.4% | -14.9% | -65.6% |
| All | -61.4% | -45.8% | -15.6% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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