+18.8%
NVDL vs AMT
-7.4%
+26.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -5.4% |
| 7D | -8.7% | -2.7% | -6.0% | -10.0% |
| 30D | -1.3% | +2.0% | -3.3% | -0.2% |
| 3M | +11.4% | -9.3% | +20.6% | +7.4% |
| 6M | +22.9% | -5.2% | +28.1% | +21.0% |
| YTD | +15.4% | +0.5% | +15.0% | +18.6% |
| 1Y | +18.8% | -7.3% | +26.0% | +10.9% |
| All | +18.8% | -7.4% | +26.1% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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