-20.1%
NVDL vs AMCR
+32.3%
-52.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.3% | -9.4% | -6.4% |
| 7D | -14.0% | +6.2% | -20.2% | -14.7% |
| 30D | -31.2% | +16.0% | -47.2% | -32.8% |
| 3M | -15.5% | +4.4% | -19.9% | -15.9% |
| 6M | -10.3% | +35.5% | -45.8% | -16.4% |
| YTD | -5.8% | +21.5% | -27.3% | -5.4% |
| 1Y | -20.1% | +30.7% | -50.8% | -11.4% |
| All | -20.1% | +32.3% | -52.3% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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