+38.1%
NVO vs ACHR
-45.8%
+83.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.7% | +4.3% | -1.0% |
| 7D | -4.7% | -2.7% | -2.1% | -4.6% |
| 30D | -5.4% | -12.1% | +6.7% | -4.9% |
| 3M | +7.0% | +3.4% | +3.6% | +6.3% |
| 6M | +17.6% | -15.6% | +33.3% | +18.0% |
| YTD | -8.0% | -26.9% | +18.8% | -7.2% |
| 1Y | -13.8% | -34.8% | +20.9% | -12.7% |
| 3Y | -50.3% | -19.2% | -31.0% | -51.6% |
| 5Y | +0.7% | -43.8% | +44.4% | -1.8% |
| All | +38.1% | -45.8% | +83.9% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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