-98.5%
NVD vs AME
+59.0%
-157.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +4.4% |
| 7D | +28.6% | +5.9% | +22.7% | +37.3% |
| 30D | +73.6% | -1.9% | +75.5% | +73.3% |
| 3M | +70.1% | -5.4% | +75.4% | +64.2% |
| 6M | +53.6% | +4.9% | +48.7% | +70.9% |
| YTD | -7.0% | +18.5% | -25.5% | +23.2% |
| 1Y | -9.0% | +25.5% | -34.5% | +30.0% |
| 3Y | -98.3% | +63.0% | -161.4% | -96.1% |
| All | -98.5% | +59.0% | -157.6% | -96.6% |
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