+1,248.9%
NVO vs ACM
+230.8%
+1,018.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +2.2% | -3.7% | +5.9% | +3.0% |
| 30D | +6.0% | -11.1% | +17.1% | +8.3% |
| 3M | +7.9% | -8.0% | +15.9% | +9.2% |
| 6M | +27.1% | -29.7% | +56.7% | +35.9% |
| YTD | -3.8% | -29.4% | +25.5% | +2.6% |
| 1Y | -12.8% | -46.4% | +33.6% | -1.5% |
| 3Y | -46.3% | -22.3% | -24.0% | -44.5% |
| 5Y | +3.6% | +4.5% | -0.9% | -0.6% |
| 10Y | +157.0% | +127.6% | +29.4% | +96.1% |
| All | +1,248.9% | +230.8% | +1,018.1% | +725.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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