-54.2%
NVD vs AMCR
+9.4%
-63.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | 0.0% |
| 7D | +10.8% | -6.3% | +17.1% | +9.6% |
| 30D | +0.8% | -7.8% | +8.6% | -0.6% |
| 3M | -20.8% | +7.5% | -28.4% | -19.0% |
| 6M | -41.2% | +2.7% | -43.8% | -37.9% |
| YTD | -44.2% | +6.0% | -50.2% | -43.8% |
| 1Y | -54.2% | +7.8% | -61.9% | -57.8% |
| All | -54.2% | +9.4% | -63.5% | -57.8% |
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