-61.4%
NVD vs ALC
-10.2%
-51.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.9% |
| 7D | -11.1% | -2.1% | -9.0% | -10.7% |
| 30D | -13.3% | -0.1% | -13.2% | -13.0% |
| 3M | -19.8% | +5.9% | -25.7% | -20.4% |
| 6M | -48.8% | -15.9% | -32.9% | -47.9% |
| YTD | -49.7% | -10.1% | -39.5% | -49.4% |
| 1Y | -61.4% | -10.2% | -51.1% | -62.5% |
| All | -61.4% | -10.2% | -51.2% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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