+2,490.2%
NVDL vs ACM
-23.2%
+2,513.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.9% |
| 7D | -10.3% | -4.6% | -5.7% | -7.4% |
| 30D | -7.1% | +4.1% | -11.2% | -10.6% |
| 3M | +6.6% | -8.3% | +14.9% | +9.7% |
| 6M | +21.1% | -30.1% | +51.1% | +54.3% |
| YTD | +15.2% | -32.6% | +47.8% | +47.4% |
| 1Y | +18.8% | -49.6% | +68.4% | +101.2% |
| 3Y | +649.9% | -23.0% | +672.9% | +750.4% |
| All | +2,490.2% | -23.2% | +2,513.4% | +2,887.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling