-99.1%
NVD vs AMP
+66.7%
-165.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +1.1% |
| 7D | +10.8% | -0.5% | +11.4% | +10.2% |
| 30D | +0.8% | -1.3% | +2.1% | -0.8% |
| 3M | -20.8% | +24.2% | -45.0% | +0.9% |
| 6M | -41.2% | +24.6% | -65.7% | -23.7% |
| YTD | -44.2% | +14.8% | -59.0% | -33.9% |
| 1Y | -54.2% | +12.8% | -66.9% | -47.0% |
| 3Y | -99.1% | +69.0% | -168.1% | -98.0% |
| All | -99.1% | +66.7% | -165.8% | -98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling