+32,286.4%
NVO vs AA
+301.2%
+31,985.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -1.1% |
| 7D | -4.7% | -0.6% | -4.1% | -4.7% |
| 30D | -5.4% | -1.6% | -3.9% | -5.4% |
| 3M | +7.0% | -29.8% | +36.8% | +10.9% |
| 6M | +17.6% | -16.6% | +34.2% | +18.9% |
| YTD | -8.0% | -4.0% | -4.0% | -8.9% |
| 1Y | -13.8% | +63.5% | -77.4% | -20.3% |
| 3Y | -50.3% | +86.8% | -137.0% | -56.0% |
| 5Y | +0.7% | +12.4% | -11.7% | -9.4% |
| 10Y | +155.6% | +132.3% | +23.3% | +86.6% |
| All | +32,286.4% | +301.2% | +31,985.3% | +19,129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling