-30.2%
NVD vs AMCR
+32.3%
-62.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.3% | +3.2% | +6.7% |
| 7D | +15.0% | +6.2% | +8.7% | +15.8% |
| 30D | +39.3% | +16.0% | +23.2% | +42.4% |
| 3M | +3.1% | +4.4% | -1.2% | +3.4% |
| 6M | -19.0% | +35.5% | -54.5% | -12.7% |
| YTD | -35.5% | +21.5% | -57.0% | -35.5% |
| 1Y | -30.2% | +30.7% | -60.9% | -36.1% |
| All | -30.2% | +32.3% | -62.4% | -36.1% |
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