+53.6%
NVD vs AME
+4.4%
+49.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +4.5% |
| 7D | +28.6% | +5.9% | +22.7% | +38.7% |
| 30D | +73.6% | -1.9% | +75.5% | +72.3% |
| 3M | +70.1% | -5.4% | +75.4% | +61.7% |
| 6M | +53.6% | +4.9% | +48.7% | +73.8% |
| All | +53.6% | +4.4% | +49.2% | +73.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling