-20.1%
NVDL vs ACGL
+28.7%
-48.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.7% | -8.8% | -2.5% |
| 7D | -14.0% | +8.0% | -22.0% | -4.3% |
| 30D | -31.2% | +17.3% | -48.5% | -14.4% |
| 3M | -15.5% | +11.2% | -26.7% | -1.0% |
| 6M | -10.3% | +18.2% | -28.5% | +16.8% |
| YTD | -5.8% | +15.4% | -21.2% | +20.9% |
| 1Y | -20.1% | +26.5% | -46.6% | +20.8% |
| All | -20.1% | +28.7% | -48.8% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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