+11,751.8%
NVO vs ACGL
+4,943.5%
+6,808.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 3M | -11.3% | +12.3% | -23.5% | -12.9% |
| 6M | -12.4% | +15.8% | -28.2% | -14.5% |
| YTD | -16.1% | +13.9% | -30.0% | -18.1% |
| 1Y | -15.1% | +19.0% | -34.1% | -17.7% |
| 3Y | -56.2% | +33.7% | -89.8% | -58.7% |
| 5Y | -19.4% | +173.4% | -192.8% | -32.5% |
| 10Y | +207.0% | +324.9% | -117.9% | +135.0% |
| All | +11,751.8% | +4,943.5% | +6,808.3% | +7,338.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling