-6.3%
NVTS vs AIG
+42.5%
-48.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.5% |
| 7D | +9.7% | -1.6% | +11.3% | +10.4% |
| 30D | -13.6% | -5.2% | -8.4% | -11.7% |
| 3M | -51.0% | +1.5% | -52.4% | -52.0% |
| 6M | +46.3% | -3.9% | +50.3% | +46.7% |
| YTD | +68.1% | -11.6% | +79.7% | +74.2% |
| 1Y | +113.9% | -2.9% | +116.8% | +106.9% |
| 3Y | +45.3% | +33.7% | +11.5% | +2.0% |
| All | -6.3% | +42.5% | -48.8% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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