+2,622.7%
NVDL vs AME
+66.4%
+2,556.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.1% |
| 7D | -0.8% | +1.3% | -2.2% | -2.4% |
| 30D | +3.4% | -6.6% | +10.0% | +12.1% |
| 3M | +8.1% | +3.0% | +5.1% | +5.0% |
| 6M | +31.9% | +5.3% | +26.6% | +23.4% |
| YTD | +21.1% | +15.4% | +5.7% | +0.4% |
| 1Y | +34.0% | +26.8% | +7.2% | -2.8% |
| 3Y | +677.9% | +56.5% | +621.4% | +344.8% |
| All | +2,622.7% | +66.4% | +2,556.4% | +1,320.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling