-7.8%
NVTS vs ACM
+8.9%
-16.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.6% |
| 7D | +2.7% | -3.7% | +6.4% | +6.0% |
| 30D | -4.5% | -11.1% | +6.7% | +3.4% |
| 3M | -61.5% | -8.0% | -53.5% | -60.2% |
| 6M | +28.0% | -29.7% | +57.6% | +70.6% |
| YTD | +65.3% | -29.4% | +94.6% | +115.5% |
| 1Y | +113.0% | -46.4% | +159.4% | +265.7% |
| 3Y | +34.7% | -22.3% | +57.1% | +51.1% |
| All | -7.8% | +8.9% | -16.7% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling