-32.7%
NVTS vs ACGL
+168.3%
-201.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.0% | +12.5% | +9.1% |
| 7D | +1.5% | +0.9% | +0.7% | +1.7% |
| 30D | -23.8% | +13.7% | -37.5% | -22.6% |
| 3M | -30.6% | +8.0% | -38.6% | -29.7% |
| 6M | -48.4% | +13.3% | -61.7% | -47.7% |
| YTD | +20.6% | +11.8% | +8.7% | +21.8% |
| 1Y | -2.5% | +22.2% | -24.8% | -2.8% |
| 3Y | +44.0% | +32.5% | +11.5% | +31.5% |
| 5Y | -42.6% | +160.2% | -202.8% | -68.1% |
| All | -32.7% | +168.3% | -201.0% | -63.0% |
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