-14.5%
NVD vs ALC
-4.7%
-9.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.6% | -5.0% |
| 7D | +27.3% | -6.3% | +33.6% | +30.1% |
| 30D | +59.9% | +12.6% | +47.3% | +54.8% |
| 3M | +39.4% | -3.8% | +43.3% | +39.3% |
| 6M | +27.6% | +16.8% | +10.8% | +24.0% |
| YTD | -17.9% | -7.6% | -10.3% | -18.9% |
| 1Y | -14.5% | -5.9% | -8.6% | -16.8% |
| All | -14.5% | -4.7% | -9.8% | -16.8% |
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