-12.9%
NVTS vs ACM
+2.9%
-15.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -2.4% |
| 7D | +0.5% | -5.9% | +6.3% | +5.6% |
| 30D | -18.0% | -6.2% | -11.8% | -15.2% |
| 3M | -45.6% | -7.9% | -37.7% | -44.7% |
| 6M | +28.5% | -30.6% | +59.1% | +72.6% |
| YTD | +56.2% | -33.3% | +89.4% | +113.5% |
| 1Y | +97.7% | -49.2% | +146.9% | +254.8% |
| 3Y | +35.0% | -23.5% | +58.4% | +51.3% |
| All | -12.9% | +2.9% | -15.7% | -19.7% |
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