-72.5%
NVD vs AMRZ
-17.3%
-55.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.3% | +8.2% | +2.6% |
| 7D | -7.7% | -2.0% | -5.6% | -8.1% |
| 30D | -5.8% | -9.8% | +4.0% | -8.6% |
| 3M | -23.2% | -17.2% | -6.0% | -26.8% |
| 6M | -49.7% | -26.9% | -22.8% | -53.2% |
| YTD | -47.7% | -21.5% | -26.2% | -50.7% |
| 1Y | -61.3% | -22.9% | -38.5% | -62.6% |
| All | -72.5% | -17.3% | -55.2% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 all: compounded portfolio wealth divided by compounded AMRZ 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…
all analysis · Full analysis span regression · 6 months rolling