+7,999.2%
NVDA vs ACM
+131.3%
+7,867.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.2% |
| 7D | -8.5% | +5.1% | -13.6% | -11.1% |
| 30D | -27.3% | +18.7% | -45.9% | -33.9% |
| 3M | -25.8% | +15.5% | -41.2% | -32.2% |
| 6M | -24.6% | +1.2% | -25.8% | -27.0% |
| YTD | -10.7% | -25.2% | +14.6% | +0.3% |
| 1Y | -14.0% | -46.3% | +32.3% | +17.0% |
| 3Y | +244.9% | -9.6% | +254.4% | +237.4% |
| 5Y | +449.3% | +4.4% | +444.9% | +403.1% |
| All | +7,999.2% | +131.3% | +7,867.9% | +4,620.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling