+7,949.9%
NVDA vs ALM
+2,084.7%
+5,865.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.9% |
| 7D | -13.2% | -7.2% | -6.0% | -12.9% |
| 30D | -23.2% | -26.4% | +3.1% | -22.3% |
| 3M | -20.0% | -38.6% | +18.6% | -18.6% |
| 6M | -20.6% | -61.0% | +40.3% | -18.3% |
| YTD | -6.6% | -7.4% | +0.7% | -6.4% |
| 1Y | -9.8% | +14.0% | -23.8% | -10.2% |
| 3Y | +260.5% | +844.4% | -583.9% | +238.7% |
| 5Y | +474.2% | +410.8% | +63.4% | +442.3% |
| 10Y | +7,949.9% | +2,084.7% | +5,865.2% | +7,589.0% |
| All | +7,949.9% | +2,084.7% | +5,865.2% | +7,589.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling