+43.0%
NVTS vs AME
+55.9%
-12.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.5% |
| 7D | +3.5% | +1.3% | +2.2% | +1.8% |
| 30D | -11.9% | -6.6% | -5.4% | -3.5% |
| 3M | -49.2% | +3.0% | -52.2% | -50.1% |
| 6M | +38.4% | +5.3% | +33.1% | +33.2% |
| YTD | +62.5% | +15.4% | +47.0% | +40.5% |
| 1Y | +101.4% | +26.8% | +74.6% | +57.0% |
| All | +43.0% | +55.9% | -12.9% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling