-7.8%
NVTS vs ALK
-26.3%
+18.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.8% | +5.3% |
| 7D | +2.7% | -0.7% | +3.4% | +3.2% |
| 30D | -4.5% | -19.2% | +14.8% | +9.2% |
| 3M | -61.5% | -1.5% | -60.0% | -61.9% |
| 6M | +28.0% | -13.1% | +41.0% | +33.2% |
| YTD | +65.3% | -16.4% | +81.7% | +77.0% |
| 1Y | +113.0% | -33.1% | +146.1% | +164.0% |
| 3Y | +34.7% | +0.6% | +34.1% | +10.6% |
| All | -7.8% | -26.3% | +18.4% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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