-98.7%
NVD vs ALM
+859.4%
-958.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -5.7% |
| 7D | +27.3% | -7.2% | +34.5% | +26.5% |
| 30D | +59.9% | -26.4% | +86.3% | +54.7% |
| 3M | +39.4% | -38.6% | +78.0% | +33.0% |
| 6M | +27.6% | -61.0% | +88.6% | +18.6% |
| YTD | -17.9% | -7.4% | -10.5% | -17.2% |
| 1Y | -14.5% | +14.0% | -28.4% | -12.0% |
| 3Y | -98.6% | +844.4% | -943.0% | -98.4% |
| All | -98.7% | +859.4% | -958.2% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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