-20.1%
NVDL vs AA
+13.9%
-34.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.8% | -8.8% | -7.2% |
| 7D | -14.0% | +0.9% | -14.9% | -14.4% |
| 30D | -31.2% | -6.4% | -24.7% | -29.3% |
| 3M | -15.5% | -13.0% | -2.5% | -11.2% |
| 6M | -10.3% | -34.6% | +24.4% | +4.0% |
| YTD | -5.8% | -23.0% | +17.3% | -2.6% |
| 1Y | -20.1% | +16.0% | -36.1% | -34.4% |
| All | -20.1% | +13.9% | -34.0% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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