-54.2%
NVD vs ACM
-48.9%
-5.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.8% | +6.2% | +4.1% |
| 7D | +9.0% | -5.9% | +14.9% | +7.9% |
| 30D | -5.5% | -6.2% | +0.7% | -6.6% |
| 3M | -24.6% | -7.9% | -16.7% | -25.8% |
| 6M | -42.1% | -30.6% | -11.5% | -46.8% |
| YTD | -44.3% | -33.3% | -11.1% | -49.0% |
| 1Y | -54.2% | -49.2% | -5.0% | -58.9% |
| All | -54.2% | -48.9% | -5.3% | -58.9% |
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