+84.0%
NVTS vs AMRZ
-17.3%
+101.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +3.2% |
| 7D | +9.7% | -2.0% | +11.7% | +10.4% |
| 30D | -13.6% | -9.8% | -3.8% | -10.4% |
| 3M | -51.0% | -17.2% | -33.8% | -48.1% |
| 6M | +46.3% | -26.9% | +73.3% | +61.2% |
| YTD | +68.1% | -21.5% | +89.5% | +73.4% |
| 1Y | +113.9% | -22.9% | +136.8% | +114.7% |
| All | +84.0% | -17.3% | +101.3% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling