-20.1%
NVDL vs ACM
-46.6%
+26.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.9% | -9.0% | -6.3% |
| 7D | -14.0% | +9.5% | -23.6% | -14.6% |
| 30D | -31.2% | +14.7% | -45.9% | -31.9% |
| 3M | -15.5% | -9.5% | -6.0% | -13.5% |
| 6M | -10.3% | -18.0% | +7.8% | -6.9% |
| YTD | -5.8% | -27.3% | +21.5% | -0.3% |
| 1Y | -20.1% | -47.0% | +26.9% | -17.3% |
| All | -20.1% | -46.6% | +26.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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