+35.4%
NVD vs AS
-11.3%
+46.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.8% | +12.7% | +10.4% |
| 7D | +43.9% | +4.5% | +39.4% | +45.0% |
| 30D | +74.0% | +13.2% | +60.8% | +79.6% |
| 3M | +48.3% | -11.9% | +60.2% | +37.5% |
| All | +35.4% | -11.3% | +46.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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