+13,486.6%
NVO vs ACGL
+4,429.2%
+9,057.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.6% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | +6.0% | -1.0% | +7.0% | +6.2% |
| 3M | +7.9% | +11.0% | -3.2% | +6.1% |
| 6M | +27.1% | -0.3% | +27.4% | +27.0% |
| YTD | -3.8% | +2.3% | -6.1% | -4.5% |
| 1Y | -12.8% | +6.4% | -19.2% | -14.1% |
| 3Y | -46.3% | +34.0% | -80.3% | -49.4% |
| 5Y | +3.6% | +161.6% | -158.1% | -12.7% |
| 10Y | +157.0% | +278.6% | -121.6% | +100.3% |
| All | +13,486.6% | +4,429.2% | +9,057.4% | +8,576.1% |
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