+712.5%
NVT vs AMCR
+18.4%
+694.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +2.0% | -5.0% | +7.0% | +4.7% |
| 30D | -7.2% | -8.0% | +0.8% | -3.5% |
| 3M | -0.9% | +14.3% | -15.2% | -9.1% |
| 6M | +42.6% | +5.3% | +37.3% | +35.9% |
| YTD | +52.9% | +7.7% | +45.1% | +41.8% |
| 1Y | +64.5% | +10.8% | +53.6% | +49.5% |
| 3Y | +178.0% | +9.6% | +168.4% | +146.1% |
| 5Y | +402.8% | -10.2% | +413.0% | +397.7% |
| All | +712.5% | +18.4% | +694.1% | +508.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling