-19.0%
NVO vs ACGL
+173.1%
-192.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.9% |
| 7D | +1.3% | +1.3% | 0.0% | +1.0% |
| 30D | +5.3% | +14.2% | -8.9% | +2.1% |
| 3M | -13.6% | +11.1% | -24.7% | -15.8% |
| 6M | -10.5% | +16.4% | -26.9% | -13.7% |
| YTD | -16.0% | +13.8% | -29.8% | -19.1% |
| 1Y | -7.0% | +21.6% | -28.5% | -11.9% |
| 3Y | -56.1% | +33.5% | -89.7% | -60.4% |
| 5Y | -19.0% | +174.8% | -193.9% | -44.4% |
| All | -19.0% | +173.1% | -192.2% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling