+37.5%
NVTS vs AMP
+65.4%
-28.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.1% |
| 7D | +0.5% | -2.0% | +2.5% | +1.9% |
| 30D | -18.0% | -1.7% | -16.3% | -17.2% |
| 3M | -45.6% | +23.2% | -68.8% | -54.3% |
| 6M | +28.5% | +22.2% | +6.3% | +8.6% |
| YTD | +56.2% | +14.0% | +42.2% | +40.0% |
| 1Y | +97.7% | +14.0% | +83.7% | +77.0% |
| All | +37.5% | +65.4% | -28.0% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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