+2,490.2%
NVDL vs AME
+70.3%
+2,419.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.4% | -4.0% |
| 7D | -10.3% | +1.7% | -12.1% | -12.2% |
| 30D | -7.1% | -6.4% | -0.7% | +0.4% |
| 3M | +6.6% | +7.1% | -0.5% | -1.5% |
| 6M | +21.1% | +8.2% | +12.9% | +9.7% |
| YTD | +15.2% | +18.2% | -3.0% | -7.2% |
| 1Y | +18.8% | +26.7% | -8.0% | -13.4% |
| 3Y | +649.9% | +60.7% | +589.2% | +315.2% |
| All | +2,490.2% | +70.3% | +2,419.9% | +1,213.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling