+211.4%
NVO vs ACGL
+322.9%
-111.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | +0.9% | -1.2% | +2.1% | +1.1% |
| 30D | +6.8% | +12.8% | -6.0% | +4.1% |
| 3M | -11.3% | +12.3% | -23.5% | -13.4% |
| 6M | -12.4% | +15.8% | -28.2% | -15.2% |
| YTD | -16.1% | +13.9% | -30.0% | -18.9% |
| 1Y | -15.1% | +19.0% | -34.1% | -18.7% |
| 3Y | -56.2% | +33.7% | -89.8% | -59.6% |
| 5Y | -19.4% | +173.4% | -192.8% | -37.5% |
| All | +211.4% | +322.9% | -111.6% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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