-99.2%
NVD vs ACM
-21.2%
-78.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.6% |
| 7D | -11.1% | -3.7% | -7.4% | -13.3% |
| 30D | -13.3% | -11.1% | -2.1% | -20.9% |
| 3M | -19.8% | -8.0% | -11.8% | -24.9% |
| 6M | -48.8% | -29.7% | -19.1% | -61.7% |
| YTD | -49.7% | -29.4% | -20.3% | -61.8% |
| 1Y | -61.4% | -46.4% | -14.9% | -78.0% |
| 3Y | -99.1% | -22.3% | -76.8% | -99.1% |
| All | -99.2% | -21.2% | -78.1% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling