-25.2%
NVTS vs AMC
-99.2%
+74.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +8.3% | +3.0% | +9.3% |
| 7D | +20.8% | +6.6% | +14.2% | +19.7% |
| 30D | -11.1% | +14.1% | -25.2% | -13.2% |
| 3M | -31.0% | +31.3% | -62.3% | -35.4% |
| 6M | -47.4% | +126.7% | -174.0% | -59.3% |
| YTD | +34.2% | +117.9% | -83.8% | +2.9% |
| 1Y | +22.2% | +41.1% | -18.9% | +4.8% |
| 3Y | +68.4% | -61.0% | +129.3% | +77.3% |
| 5Y | -39.0% | -99.1% | +60.1% | +20.9% |
| All | -25.2% | -99.2% | +74.0% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling