+1,266.3%
NVDL vs AMT
-1.2%
+1,267.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -3.5% |
| 7D | -24.8% | +1.5% | -26.3% | -24.2% |
| 30D | -48.0% | +6.8% | -54.9% | -46.2% |
| 3M | -51.5% | +11.2% | -62.7% | -48.7% |
| 6M | -54.9% | +12.5% | -67.4% | -51.7% |
| YTD | -39.2% | +12.5% | -51.7% | -34.4% |
| 1Y | -41.1% | +10.1% | -51.2% | -37.0% |
| 3Y | +262.9% | +16.0% | +246.9% | +271.9% |
| All | +1,266.3% | -1.2% | +1,267.6% | +1,520.0% |
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