+396.9%
APP vs NVO
+36.4%
+360.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.1% | +5.1% | +3.5% |
| 7D | +1.1% | -7.6% | +8.6% | +3.0% |
| 30D | +6.6% | -6.0% | +12.6% | +8.2% |
| 3M | -32.3% | -0.8% | -31.5% | -32.6% |
| 6M | -29.8% | +16.5% | -46.3% | -33.3% |
| YTD | -51.9% | -11.1% | -40.8% | -51.4% |
| 1Y | -43.3% | -16.7% | -26.6% | -42.1% |
| 3Y | +664.1% | -52.9% | +717.0% | +790.4% |
| 5Y | +318.7% | -3.0% | +321.6% | +230.3% |
| All | +396.9% | +36.4% | +360.4% | +237.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling