-99.2%
NVD vs AMCR
+8.8%
-107.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +1.3% |
| 7D | +0.5% | -6.3% | +6.8% | -0.8% |
| 30D | -9.3% | -7.1% | -2.2% | -10.7% |
| 3M | -22.1% | +12.7% | -34.8% | -19.6% |
| 6M | -45.8% | +5.2% | -51.0% | -44.1% |
| YTD | -46.7% | +8.1% | -54.8% | -44.7% |
| 1Y | -59.5% | +11.7% | -71.2% | -57.7% |
| 3Y | -99.2% | +9.9% | -109.1% | -99.1% |
| All | -99.2% | +8.8% | -107.9% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling