+3.6%
NVT vs AMP
+18.6%
-15.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +4.5% | -17.2% | -13.3% |
| 7D | -19.5% | +7.7% | -27.2% | -20.6% |
| 30D | -32.4% | +6.6% | -39.0% | -33.2% |
| 3M | -30.3% | -4.7% | -25.6% | -29.2% |
| 6M | -30.4% | +12.9% | -43.4% | -33.1% |
| YTD | +11.3% | +8.6% | +2.7% | +6.0% |
| 1Y | +3.6% | +18.2% | -14.7% | -7.4% |
| All | +3.6% | +18.6% | -15.0% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 1y: compounded portfolio wealth divided by compounded AMP 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…
1y analysis · Full analysis span regression · 6 months rolling