-9.1%
NVTS vs AME
+91.2%
-100.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.3% | +1.0% | 0.0% |
| 7D | -1.4% | +1.7% | -3.2% | -3.6% |
| 30D | -16.5% | -6.4% | -10.1% | -8.6% |
| 3M | -47.6% | +7.1% | -54.7% | -51.3% |
| 6M | +7.3% | +8.2% | -0.9% | -0.1% |
| YTD | +62.9% | +18.2% | +44.7% | +35.8% |
| 1Y | +91.3% | +26.7% | +64.5% | +46.3% |
| 3Y | +43.4% | +60.7% | -17.3% | -19.5% |
| All | -9.1% | +91.2% | -100.3% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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