-61.4%
NVD vs AMCR
+13.1%
-74.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -11.1% | -1.9% | -9.2% | -11.4% |
| 30D | -13.3% | -4.1% | -9.2% | -14.0% |
| 3M | -19.8% | +21.7% | -41.5% | -15.7% |
| 6M | -48.8% | +1.5% | -50.3% | -44.8% |
| YTD | -49.7% | +13.1% | -62.8% | -48.4% |
| 1Y | -61.4% | +13.0% | -74.4% | -64.2% |
| All | -61.4% | +13.1% | -74.5% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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