-9.4%
NVTS vs AMCR
-7.5%
-1.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -1.5% |
| 7D | +3.5% | -6.3% | +9.8% | +8.0% |
| 30D | -11.9% | -7.1% | -4.8% | -7.7% |
| 3M | -49.2% | +12.7% | -61.9% | -54.4% |
| 6M | +38.4% | +5.2% | +33.3% | +30.5% |
| YTD | +62.5% | +8.1% | +54.4% | +45.7% |
| 1Y | +101.4% | +11.7% | +89.7% | +73.5% |
| 3Y | +40.4% | +9.9% | +30.5% | +16.7% |
| All | -9.4% | -7.5% | -1.9% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling