+101.4%
NVTS vs ACM
-48.7%
+150.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.3% | -1.9% |
| 7D | +3.5% | -3.7% | +7.2% | +5.4% |
| 30D | -11.9% | -12.7% | +0.7% | -5.9% |
| 3M | -49.2% | -9.8% | -39.4% | -47.3% |
| 6M | +38.4% | -31.4% | +69.8% | +76.0% |
| YTD | +62.5% | -32.1% | +94.6% | +105.1% |
| 1Y | +101.4% | -47.8% | +149.2% | +232.6% |
| All | +101.4% | -48.7% | +150.1% | +232.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling