+2,672.5%
NVDL vs ACM
-20.2%
+2,692.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.5% |
| 7D | +7.3% | -0.3% | +7.6% | +7.5% |
| 30D | -0.7% | -12.9% | +12.2% | +8.0% |
| 3M | +9.5% | -6.4% | +15.8% | +11.6% |
| 6M | +41.6% | -29.2% | +70.8% | +79.9% |
| YTD | +23.3% | -29.9% | +53.3% | +53.7% |
| 1Y | +40.3% | -47.3% | +87.6% | +129.7% |
| 3Y | +692.2% | -19.6% | +711.8% | +772.0% |
| All | +2,672.5% | -20.2% | +2,692.8% | +3,015.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling