-51.9%
NVO vs AA
+73.4%
-125.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -0.8% |
| 7D | -7.4% | -5.4% | -2.0% | -6.9% |
| 30D | -5.5% | -10.7% | +5.2% | -4.6% |
| 3M | +4.1% | -26.2% | +30.3% | +6.9% |
| 6M | +19.3% | -20.9% | +40.3% | +20.8% |
| YTD | -9.2% | -8.6% | -0.5% | -10.0% |
| 1Y | -15.0% | +57.4% | -72.4% | -21.0% |
| All | -51.9% | +73.4% | -125.3% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling