+37.5%
NVTS vs AMCR
+8.2%
+29.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.7% |
| 7D | +0.5% | -5.0% | +5.4% | +2.9% |
| 30D | -18.0% | -8.0% | -10.0% | -14.9% |
| 3M | -45.6% | +14.3% | -59.9% | -50.2% |
| 6M | +28.5% | +5.3% | +23.1% | +22.7% |
| YTD | +56.2% | +7.7% | +48.4% | +44.1% |
| 1Y | +97.7% | +10.8% | +86.8% | +77.3% |
| All | +37.5% | +8.2% | +29.3% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling