-9.1%
NVTS vs AMCR
-9.3%
+0.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.4% |
| 7D | -1.4% | -6.3% | +4.8% | +2.8% |
| 30D | -16.5% | -7.8% | -8.7% | -12.1% |
| 3M | -47.6% | +7.5% | -55.2% | -51.5% |
| 6M | +7.3% | +2.7% | +4.6% | +2.6% |
| YTD | +62.9% | +6.0% | +56.9% | +47.8% |
| 1Y | +91.3% | +7.8% | +83.5% | +69.2% |
| 3Y | +43.4% | +5.8% | +37.6% | +23.2% |
| All | -9.1% | -9.3% | +0.1% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling