-26.7%
NVTS vs ACM
+16.1%
-42.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.6% |
| 7D | +9.6% | +6.6% | +3.0% | +4.6% |
| 30D | -13.0% | +19.8% | -32.8% | -24.7% |
| 3M | -28.8% | -3.1% | -25.6% | -28.3% |
| 6M | -48.5% | -11.5% | -37.0% | -43.9% |
| YTD | +31.4% | -24.7% | +56.1% | +62.8% |
| 1Y | -2.3% | -45.1% | +42.8% | +64.4% |
| 3Y | +49.8% | -8.9% | +58.7% | +43.4% |
| 5Y | -43.2% | +5.4% | -48.6% | -52.4% |
| All | -26.7% | +16.1% | -42.8% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling