-30.1%
NVTS vs AME
+91.7%
-121.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -7.0% |
| 7D | +3.9% | +5.9% | -1.9% | -3.5% |
| 30D | -4.3% | -1.9% | -2.4% | -1.0% |
| 3M | -34.5% | -5.4% | -29.1% | -28.4% |
| 6M | -57.7% | +4.9% | -62.7% | -58.6% |
| YTD | +25.4% | +18.5% | +6.9% | +5.6% |
| 1Y | +13.1% | +25.5% | -12.3% | -11.3% |
| 3Y | +48.9% | +63.0% | -14.1% | -16.9% |
| 5Y | -51.8% | +78.3% | -130.1% | -77.0% |
| All | -30.1% | +91.7% | -121.8% | -69.0% |
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