-7.8%
NVTS vs ACGL
+145.3%
-153.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +6.2% |
| 7D | +2.7% | -0.7% | +3.4% | +2.6% |
| 30D | -4.5% | -1.0% | -3.5% | -4.5% |
| 3M | -61.5% | +11.0% | -72.6% | -61.6% |
| 6M | +28.0% | -0.3% | +28.3% | +28.2% |
| YTD | +65.3% | +2.3% | +63.0% | +64.9% |
| 1Y | +113.0% | +6.4% | +106.6% | +110.9% |
| 3Y | +34.7% | +34.0% | +0.7% | +13.7% |
| All | -7.8% | +145.3% | -153.2% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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