+19.0%
NVDL vs ALC
-14.0%
+33.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.7% | -2.0% | -5.1% |
| 7D | -8.7% | -7.7% | -1.0% | -10.0% |
| 30D | -1.3% | -11.7% | +10.4% | -3.4% |
| 3M | +11.4% | +0.7% | +10.7% | +11.1% |
| 6M | +22.9% | -17.1% | +40.0% | +22.4% |
| YTD | +15.4% | -15.1% | +30.6% | +15.1% |
| All | +19.0% | -14.0% | +33.0% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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