-54.9%
NVDL vs ACGL
+17.2%
-72.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -3.4% |
| 7D | -24.8% | +2.2% | -27.0% | -21.9% |
| 30D | -48.0% | +12.3% | -60.4% | -36.5% |
| 3M | -51.5% | +11.8% | -63.3% | -41.1% |
| 6M | -54.9% | +17.5% | -72.4% | -39.0% |
| All | -54.9% | +17.2% | -72.1% | -39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling