+399.1%
NVDA vs ACM
-19.2%
+418.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +5.9% | -3.7% | +9.6% | +7.3% |
| 30D | +5.1% | -11.1% | +16.2% | +9.3% |
| 3M | +5.4% | -8.0% | +13.3% | +7.8% |
| 6M | +26.0% | -29.7% | +55.7% | +44.3% |
| YTD | +23.7% | -29.4% | +53.0% | +39.5% |
| 1Y | +34.4% | -46.4% | +80.8% | +75.2% |
| All | +399.1% | -19.2% | +418.3% | +406.8% |
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