-98.7%
NVD vs ACM
-16.4%
-82.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.2% | -6.1% |
| 7D | +27.3% | +3.0% | +24.3% | +29.5% |
| 30D | +59.9% | +19.7% | +40.3% | +78.4% |
| 3M | +39.4% | +5.3% | +34.1% | +42.3% |
| 6M | +27.6% | -10.8% | +38.4% | +15.4% |
| YTD | -17.9% | -25.1% | +7.2% | -35.7% |
| 1Y | -14.5% | -45.8% | +31.3% | -53.3% |
| 3Y | -98.6% | -9.4% | -89.2% | -98.4% |
| All | -98.7% | -16.4% | -82.3% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling