-98.5%
NVD vs ACM
-16.1%
-82.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +4.2% |
| 7D | +28.6% | +5.6% | +23.0% | +32.6% |
| 30D | +73.6% | +20.8% | +52.8% | +94.7% |
| 3M | +70.1% | +11.4% | +58.7% | +81.1% |
| 6M | +53.6% | +0.9% | +52.6% | +53.3% |
| YTD | -7.0% | -24.8% | +17.8% | -27.0% |
| 1Y | -9.0% | -46.4% | +37.4% | -51.1% |
| 3Y | -98.3% | -9.2% | -89.1% | -98.2% |
| All | -98.5% | -16.1% | -82.5% | -98.4% |
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