-7.8%
NVTS vs AG
+67.8%
-75.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +7.0% |
| 7D | +2.7% | +1.0% | +1.7% | +2.3% |
| 30D | -4.5% | +19.2% | -23.6% | -10.3% |
| 3M | -61.5% | +6.2% | -67.7% | -62.2% |
| 6M | +28.0% | -26.7% | +54.7% | +39.4% |
| YTD | +65.3% | +26.1% | +39.1% | +50.5% |
| 1Y | +113.0% | +131.7% | -18.7% | +61.9% |
| 3Y | +34.7% | +255.3% | -220.6% | -16.0% |
| All | -7.8% | +67.8% | -75.6% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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