+68.4%
NVTS vs ACM
-7.9%
+76.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +5.2% | +6.1% | +7.7% |
| 7D | +20.8% | +6.9% | +13.9% | +16.3% |
| 30D | -11.1% | +19.1% | -30.2% | -20.5% |
| 3M | -31.0% | -6.9% | -24.1% | -28.1% |
| 6M | -47.4% | -12.0% | -35.3% | -42.6% |
| YTD | +34.2% | -25.1% | +59.3% | +63.6% |
| 1Y | +22.2% | -45.4% | +67.6% | +95.6% |
| 3Y | +68.4% | -6.9% | +75.3% | +56.1% |
| All | +68.4% | -7.9% | +76.2% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling