-39.0%
NVTS vs ACM
+3.6%
-42.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +5.2% | +6.1% | +6.9% |
| 7D | +20.8% | +6.9% | +13.9% | +15.1% |
| 30D | -11.1% | +19.1% | -30.2% | -22.9% |
| 3M | -31.0% | -6.9% | -24.1% | -27.9% |
| 6M | -47.4% | -12.0% | -35.3% | -42.4% |
| YTD | +34.2% | -25.1% | +59.3% | +67.7% |
| 1Y | +22.2% | -45.4% | +67.6% | +108.7% |
| 3Y | +68.4% | -6.9% | +75.3% | +55.8% |
| 5Y | -39.0% | +3.7% | -42.8% | -49.5% |
| All | -39.0% | +3.6% | -42.6% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling