+242.8%
NVDA vs ACM
-9.6%
+252.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | -8.5% | +5.1% | -13.6% | -10.0% |
| 30D | -27.3% | +18.7% | -45.9% | -31.3% |
| 3M | -25.8% | +15.5% | -41.2% | -29.7% |
| 6M | -24.6% | +1.2% | -25.8% | -25.6% |
| YTD | -10.7% | -25.2% | +14.6% | -1.2% |
| 1Y | -14.0% | -46.3% | +32.3% | +14.9% |
| All | +242.8% | -9.6% | +252.5% | +241.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling