+420.3%
NVT vs AMP
+122.1%
+298.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.2% |
| 7D | +4.1% | -0.5% | +4.6% | +4.4% |
| 30D | -5.1% | -1.3% | -3.8% | -4.4% |
| 3M | -1.2% | +24.2% | -25.4% | -15.3% |
| 6M | +46.6% | +24.6% | +22.0% | +24.7% |
| YTD | +60.0% | +14.8% | +45.2% | +42.9% |
| 1Y | +70.8% | +12.8% | +58.0% | +54.0% |
| 3Y | +187.5% | +69.0% | +118.6% | +94.2% |
| All | +420.3% | +122.1% | +298.2% | +184.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling