-99.1%
NVD vs AME
+53.7%
-152.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.3% | +3.4% |
| 7D | +9.0% | 0.0% | +9.0% | +9.1% |
| 30D | -5.5% | -8.6% | +3.1% | -14.7% |
| 3M | -24.6% | +5.8% | -30.4% | -18.0% |
| 6M | -42.1% | +3.8% | -45.9% | -37.2% |
| YTD | -44.3% | +14.4% | -58.8% | -31.1% |
| 1Y | -54.2% | +25.8% | -80.0% | -35.9% |
| 3Y | -99.1% | +55.2% | -154.3% | -98.0% |
| All | -99.1% | +53.7% | -152.8% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling