+262.9%
NVDL vs ACM
-9.1%
+272.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.5% | -4.3% |
| 7D | -24.8% | +5.6% | -30.4% | -27.6% |
| 30D | -48.0% | +20.8% | -68.9% | -54.1% |
| 3M | -51.5% | +11.4% | -62.9% | -55.5% |
| 6M | -54.9% | +0.9% | -55.9% | -56.3% |
| YTD | -39.2% | -24.8% | -14.4% | -27.6% |
| 1Y | -41.1% | -46.4% | +5.3% | +2.1% |
| 3Y | +262.9% | -9.2% | +272.2% | +271.3% |
| All | +262.9% | -9.1% | +272.0% | +271.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling