-2.3%
NVTS vs ACM
-45.8%
+43.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | +9.6% | +6.6% | +3.0% | +7.1% |
| 30D | -13.0% | +19.8% | -32.8% | -18.6% |
| 3M | -28.8% | -3.1% | -25.6% | -27.8% |
| 6M | -48.5% | -11.5% | -37.0% | -44.4% |
| YTD | +31.4% | -24.7% | +56.1% | +52.0% |
| 1Y | -2.3% | -45.1% | +42.8% | +20.2% |
| All | -2.3% | -45.8% | +43.5% | +20.2% |
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