+7,836.4%
NVDA vs ALM
+2,100.8%
+5,735.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.7% | -9.7% | -2.3% |
| 7D | -12.7% | +1.2% | -14.0% | -12.8% |
| 30D | -26.4% | -19.3% | -7.1% | -25.8% |
| 3M | -27.6% | -40.6% | +13.0% | -26.3% |
| 6M | -27.7% | -57.9% | +30.2% | -25.7% |
| YTD | -12.5% | -6.7% | -5.8% | -12.3% |
| 1Y | -12.6% | +20.2% | -32.8% | -13.1% |
| 3Y | +235.9% | +879.4% | -643.5% | +215.4% |
| 5Y | +438.2% | +415.3% | +22.9% | +408.1% |
| All | +7,836.4% | +2,100.8% | +5,735.6% | +7,495.6% |
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