-30.2%
NVD vs AMP
+18.6%
-48.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.5% | +2.0% | +7.2% |
| 7D | +15.0% | +7.7% | +7.3% | +16.6% |
| 30D | +39.3% | +6.6% | +32.7% | +40.8% |
| 3M | +3.1% | -4.7% | +7.9% | +1.1% |
| 6M | -19.0% | +12.9% | -31.9% | -14.9% |
| YTD | -35.5% | +8.6% | -44.1% | -31.3% |
| 1Y | -30.2% | +18.2% | -48.4% | -22.5% |
| All | -30.2% | +18.6% | -48.8% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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