+34.4%
NVDA vs ALM
+318.3%
-284.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | +5.9% | -2.6% | +8.5% | +6.2% |
| 30D | +5.1% | +32.0% | -26.9% | +2.1% |
| 3M | +5.4% | -15.0% | +20.4% | +5.5% |
| 6M | +26.0% | -10.1% | +36.1% | +24.3% |
| YTD | +23.7% | +99.4% | -75.8% | +18.3% |
| 1Y | +34.4% | +316.4% | -282.0% | +28.2% |
| All | +34.4% | +318.3% | -284.0% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling