-54.2%
NVD vs AME
+29.6%
-83.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | +2.8% |
| 7D | +10.8% | +1.7% | +9.1% | +12.4% |
| 30D | +0.8% | -6.4% | +7.2% | -4.1% |
| 3M | -20.8% | +7.1% | -27.9% | -16.1% |
| 6M | -41.2% | +8.2% | -49.3% | -35.5% |
| YTD | -44.2% | +18.2% | -62.4% | -36.0% |
| 1Y | -54.2% | +26.7% | -80.9% | -53.2% |
| All | -54.2% | +29.6% | -83.7% | -53.2% |
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