+2,490.2%
NVDL vs AMCR
-19.0%
+2,509.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | -10.3% | -6.3% | -4.1% | -8.7% |
| 30D | -7.1% | -7.8% | +0.7% | -5.2% |
| 3M | +6.6% | +7.5% | -1.0% | +3.7% |
| 6M | +21.1% | +2.7% | +18.4% | +18.7% |
| YTD | +15.2% | +6.0% | +9.2% | +11.5% |
| 1Y | +18.8% | +7.8% | +11.0% | +14.1% |
| 3Y | +649.9% | +5.8% | +644.1% | +593.7% |
| All | +2,490.2% | -19.0% | +2,509.1% | +3,426.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling