+712.5%
NVT vs AMP
+336.0%
+376.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | +2.0% | -2.0% | +4.1% | +3.4% |
| 30D | -7.2% | -1.7% | -5.5% | -6.3% |
| 3M | -0.9% | +23.2% | -24.1% | -14.4% |
| 6M | +42.6% | +22.2% | +20.4% | +23.4% |
| YTD | +52.9% | +14.0% | +38.9% | +37.6% |
| 1Y | +64.5% | +14.0% | +50.5% | +47.4% |
| 3Y | +178.0% | +67.0% | +111.0% | +93.3% |
| 5Y | +402.8% | +123.2% | +279.6% | +183.4% |
| All | +712.5% | +336.0% | +376.5% | +178.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling