+7,999.2%
NVDA vs AME
+442.0%
+7,557.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.8% |
| 7D | -8.5% | +8.1% | -16.6% | -14.6% |
| 30D | -27.3% | -3.8% | -23.5% | -25.0% |
| 3M | -25.8% | -6.6% | -19.1% | -21.6% |
| 6M | -24.6% | +4.6% | -29.1% | -27.9% |
| YTD | -10.7% | +17.9% | -28.6% | -24.1% |
| 1Y | -14.0% | +23.2% | -37.3% | -29.8% |
| 3Y | +244.9% | +62.9% | +181.9% | +112.2% |
| 5Y | +449.3% | +77.5% | +371.7% | +219.5% |
| All | +7,999.2% | +442.0% | +7,557.2% | +2,346.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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