-99.1%
NVD vs AME
+58.7%
-157.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | +4.1% |
| 7D | +10.8% | +1.7% | +9.1% | +13.1% |
| 30D | +0.8% | -6.4% | +7.2% | -6.6% |
| 3M | -20.8% | +7.1% | -27.9% | -12.7% |
| 6M | -41.2% | +8.2% | -49.3% | -33.0% |
| YTD | -44.2% | +18.2% | -62.4% | -28.3% |
| 1Y | -54.2% | +26.7% | -80.9% | -35.7% |
| 3Y | -99.1% | +60.7% | -159.8% | -98.0% |
| All | -99.1% | +58.7% | -157.8% | -98.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling