+906.1%
NVDX vs ALM
+1,852.2%
-946.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.6% |
| 7D | +11.6% | -2.6% | +14.2% | +12.0% |
| 30D | +7.5% | +32.0% | -24.5% | +3.7% |
| 3M | +2.1% | -15.0% | +17.2% | +3.1% |
| 6M | +35.5% | -10.1% | +45.7% | +34.7% |
| YTD | +24.1% | +99.4% | -75.3% | +15.6% |
| 1Y | +33.0% | +316.4% | -283.4% | +15.6% |
| All | +906.1% | +1,852.2% | -946.1% | +793.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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