-12.9%
NVTS vs AMP
+103.8%
-116.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.2% |
| 7D | +0.5% | -2.0% | +2.5% | +2.4% |
| 30D | -18.0% | -1.7% | -16.3% | -17.0% |
| 3M | -45.6% | +23.2% | -68.8% | -56.5% |
| 6M | +28.5% | +22.2% | +6.3% | +3.5% |
| YTD | +56.2% | +14.0% | +42.2% | +35.0% |
| 1Y | +97.7% | +14.0% | +83.7% | +70.1% |
| 3Y | +35.0% | +67.0% | -32.0% | -28.5% |
| All | -12.9% | +103.8% | -116.7% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling