-7.8%
NVTS vs AR
+95.8%
-103.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.5% |
| 7D | +2.7% | +2.5% | +0.2% | +2.0% |
| 30D | -4.5% | +14.8% | -19.3% | -8.1% |
| 3M | -61.5% | +6.2% | -67.8% | -62.4% |
| 6M | +28.0% | +4.3% | +23.7% | +25.3% |
| YTD | +65.3% | +14.4% | +50.9% | +56.4% |
| 1Y | +113.0% | +21.3% | +91.7% | +96.6% |
| 3Y | +34.7% | +39.8% | -5.1% | +15.2% |
| All | -7.8% | +95.8% | -103.6% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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