+913.8%
NVDA vs ACM
+4.8%
+909.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.5% |
| 7D | +3.8% | -0.3% | +4.1% | +4.0% |
| 30D | +0.8% | -12.9% | +13.7% | +8.5% |
| 3M | +8.2% | -6.4% | +14.6% | +10.2% |
| 6M | +27.1% | -29.2% | +56.3% | +55.2% |
| YTD | +21.2% | -29.9% | +51.1% | +46.0% |
| 1Y | +34.3% | -47.3% | +81.6% | +99.9% |
| 3Y | +396.3% | -19.6% | +415.9% | +389.8% |
| 5Y | +913.8% | +5.5% | +908.3% | +700.0% |
| All | +913.8% | +4.8% | +909.0% | +700.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling