-61.4%
NVD vs AME
+29.8%
-91.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -0.2% |
| 7D | -11.1% | +0.6% | -11.7% | -10.6% |
| 30D | -13.3% | -6.7% | -6.6% | -17.5% |
| 3M | -19.8% | +4.1% | -23.9% | -16.6% |
| 6M | -48.8% | +1.6% | -50.4% | -45.6% |
| YTD | -49.7% | +16.1% | -65.8% | -43.3% |
| 1Y | -61.4% | +27.3% | -88.7% | -56.9% |
| All | -61.4% | +29.8% | -91.1% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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