+651.2%
NVDL vs AME
+54.6%
+596.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -3.7% |
| 7D | -8.7% | 0.0% | -8.7% | -8.7% |
| 30D | -1.3% | -8.6% | +7.3% | +9.9% |
| 3M | +11.4% | +5.8% | +5.6% | +4.6% |
| 6M | +22.9% | +3.8% | +19.1% | +17.0% |
| YTD | +15.4% | +14.4% | +1.0% | -3.6% |
| 1Y | +18.8% | +25.8% | -7.0% | -13.4% |
| All | +651.2% | +54.6% | +596.6% | +321.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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