-99.2%
NVD vs ACM
-24.2%
-75.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +4.9% | -0.2% |
| 7D | +0.5% | -3.7% | +4.2% | -1.9% |
| 30D | -9.3% | -12.7% | +3.4% | -18.2% |
| 3M | -22.1% | -9.8% | -12.3% | -27.8% |
| 6M | -45.8% | -31.4% | -14.4% | -60.0% |
| YTD | -46.7% | -32.1% | -14.6% | -60.5% |
| 1Y | -59.5% | -47.8% | -11.7% | -77.1% |
| 3Y | -99.2% | -22.1% | -77.1% | -99.1% |
| All | -99.2% | -24.2% | -75.0% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling