+131.6%
NVT vs AMRZ
-20.1%
+151.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.6% |
| 7D | +4.1% | -7.5% | +11.6% | +6.1% |
| 30D | -5.1% | -12.4% | +7.3% | -1.9% |
| 3M | -1.2% | -22.4% | +21.2% | +5.1% |
| 6M | +46.6% | -29.5% | +76.1% | +59.3% |
| YTD | +60.0% | -24.1% | +84.1% | +70.3% |
| 1Y | +70.8% | -26.3% | +97.1% | +80.1% |
| All | +131.6% | -20.1% | +151.8% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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