+277.4%
NVDX vs ACM
-9.6%
+287.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.2% | -8.8% | -8.9% |
| 7D | -17.5% | +5.1% | -22.6% | -20.4% |
| 30D | -49.2% | +18.7% | -67.9% | -54.7% |
| 3M | -49.3% | +15.5% | -64.8% | -54.7% |
| 6M | -52.0% | +1.2% | -53.2% | -53.6% |
| YTD | -39.1% | -25.2% | -13.8% | -27.1% |
| 1Y | -45.8% | -46.3% | +0.5% | -6.3% |
| All | +277.4% | -9.6% | +287.0% | +282.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3y: compounded portfolio wealth divided by compounded ACM 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…
3y analysis · Full analysis span regression · 6 months rolling