-8.5%
NVTS vs ALM
-31.8%
+23.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -6.5% | +1.4% | +1.9% |
| 7D | +21.6% | -4.0% | +25.7% | +27.0% |
| 30D | -8.5% | -30.5% | +22.0% | +34.4% |
| All | -8.5% | -31.8% | +23.3% | +34.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling