-16.7%
NVO vs AFL
+9.8%
-26.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.1% |
| 7D | -7.6% | -1.6% | -5.9% | -7.6% |
| 30D | -6.0% | -4.0% | -1.9% | -6.1% |
| 3M | -0.8% | -0.5% | -0.3% | -0.4% |
| 6M | +16.5% | +6.5% | +9.9% | +18.2% |
| YTD | -11.1% | +6.2% | -17.3% | -10.4% |
| 1Y | -16.7% | +8.3% | -25.0% | -14.2% |
| All | -16.7% | +9.8% | -26.5% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling