+113.0%
NVTS vs ALM
+318.3%
-205.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +7.0% |
| 7D | +2.7% | -2.6% | +5.3% | +4.0% |
| 30D | -4.5% | +32.0% | -36.5% | -16.8% |
| 3M | -61.5% | -15.0% | -46.5% | -59.2% |
| 6M | +28.0% | -10.1% | +38.1% | +28.7% |
| YTD | +65.3% | +99.4% | -34.2% | +22.7% |
| 1Y | +113.0% | +316.4% | -203.4% | +68.0% |
| All | +113.0% | +318.3% | -205.3% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling