+2,622.7%
NVDL vs AMT
-10.6%
+2,633.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.9% |
| 7D | -0.8% | +1.5% | -2.3% | -0.2% |
| 30D | +3.4% | +3.7% | -0.3% | +5.3% |
| 3M | +8.1% | -7.2% | +15.3% | +5.7% |
| 6M | +31.9% | -4.2% | +36.0% | +31.1% |
| YTD | +21.1% | +1.9% | +19.2% | +24.3% |
| 1Y | +34.0% | -6.4% | +40.4% | +33.3% |
| 3Y | +677.9% | +7.7% | +670.2% | +657.4% |
| All | +2,622.7% | -10.6% | +2,633.3% | +2,966.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling