+46.6%
NVTS vs AMRZ
-19.3%
+65.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.9% | -3.1% | -4.3% |
| 7D | +21.6% | -4.0% | +25.6% | +23.7% |
| 30D | -8.5% | +12.4% | -20.9% | -12.6% |
| 3M | -31.4% | -11.5% | -19.9% | -28.2% |
| 6M | -50.3% | -21.6% | -28.7% | -46.4% |
| YTD | +33.9% | -23.4% | +57.3% | +39.6% |
| 1Y | +10.6% | -17.2% | +27.8% | +10.6% |
| All | +46.6% | -19.3% | +65.9% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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