+750.3%
NVT vs AMCR
+16.5%
+733.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +5.5% |
| 7D | +4.1% | -6.3% | +10.3% | +7.5% |
| 30D | -5.1% | -7.8% | +2.7% | -1.5% |
| 3M | -1.2% | +7.5% | -8.7% | -6.4% |
| 6M | +46.6% | +2.7% | +43.9% | +41.5% |
| YTD | +60.0% | +6.0% | +54.0% | +49.6% |
| 1Y | +70.8% | +7.8% | +63.0% | +57.5% |
| 3Y | +187.5% | +5.8% | +181.8% | +159.7% |
| 5Y | +426.1% | -11.6% | +437.8% | +424.8% |
| All | +750.3% | +16.5% | +733.8% | +541.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling