+77.3%
NVD vs AR
+5.0%
+72.3%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +9.3% |
| 7D | +17.0% | +6.4% | +10.6% | +18.6% |
| 30D | +77.3% | +3.1% | +74.2% | +79.1% |
| All | +77.3% | +5.0% | +72.3% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1mo: compounded portfolio wealth divided by compounded AR 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…
1mo analysis · Full analysis span regression · Available span rolling