-9.1%
NVTS vs AMP
+105.3%
-114.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +3.6% |
| 7D | -1.4% | -0.5% | -0.9% | -0.9% |
| 30D | -16.5% | -1.3% | -15.2% | -15.7% |
| 3M | -47.6% | +24.2% | -71.8% | -58.4% |
| 6M | +7.3% | +24.6% | -17.3% | -15.0% |
| YTD | +62.9% | +14.8% | +48.1% | +39.8% |
| 1Y | +91.3% | +12.8% | +78.5% | +66.3% |
| 3Y | +43.4% | +69.0% | -25.6% | -25.0% |
| All | -9.1% | +105.3% | -114.5% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling