-32.6%
AAL vs NVO
-4.3%
-28.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.4% | +1.6% |
| 7D | -0.9% | -7.6% | +6.7% | +0.5% |
| 30D | -12.9% | -6.0% | -6.9% | -11.9% |
| 3M | -11.2% | -0.8% | -10.4% | -11.3% |
| 6M | +17.8% | +16.5% | +1.4% | +14.2% |
| YTD | -15.1% | -11.1% | -4.0% | -14.9% |
| 1Y | +0.5% | -16.7% | +17.2% | +1.7% |
| 3Y | -7.7% | -52.9% | +45.2% | -0.8% |
| All | -32.6% | -4.3% | -28.4% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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