-16.7%
NVO vs AA
+56.9%
-73.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.1% |
| 7D | -7.6% | -3.4% | -4.2% | -7.4% |
| 30D | -6.0% | -5.8% | -0.2% | -5.7% |
| 3M | -0.8% | -29.9% | +29.1% | +1.9% |
| 6M | +16.5% | -27.0% | +43.5% | +17.9% |
| YTD | -11.1% | -8.7% | -2.4% | -13.6% |
| 1Y | -16.7% | +50.6% | -67.4% | -23.7% |
| All | -16.7% | +56.9% | -73.6% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling