-6.3%
NVTS vs AME
+88.0%
-94.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +9.7% | +2.8% | +6.9% | +5.9% |
| 30D | -13.6% | -6.3% | -7.3% | -5.6% |
| 3M | -51.0% | +5.4% | -56.4% | -53.4% |
| 6M | +46.3% | +7.4% | +38.9% | +37.2% |
| YTD | +68.1% | +16.2% | +51.9% | +43.2% |
| 1Y | +113.9% | +26.8% | +87.1% | +63.8% |
| 3Y | +45.3% | +57.5% | -12.2% | -16.3% |
| All | -6.3% | +88.0% | -94.2% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling