+751.2%
NVT vs AME
+235.2%
+516.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +10.4% | +2.8% | +7.6% | +7.5% |
| 30D | -1.3% | -6.3% | +5.0% | +5.3% |
| 3M | -0.6% | +5.4% | -6.0% | -4.6% |
| 6M | +53.8% | +7.4% | +46.3% | +44.9% |
| YTD | +60.2% | +16.2% | +44.0% | +40.3% |
| 1Y | +76.8% | +26.8% | +50.0% | +41.8% |
| 3Y | +191.2% | +57.5% | +133.7% | +92.3% |
| 5Y | +430.9% | +84.8% | +346.1% | +202.6% |
| All | +751.2% | +235.2% | +516.0% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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