+31,203.5%
NVO vs AFL
+18,562.2%
+12,641.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -7.6% | -1.6% | -5.9% | -7.3% |
| 30D | -6.0% | -4.0% | -1.9% | -5.3% |
| 3M | -0.8% | -0.5% | -0.3% | -0.7% |
| 6M | +16.5% | +6.5% | +9.9% | +15.1% |
| YTD | -11.1% | +6.2% | -17.3% | -12.3% |
| 1Y | -16.7% | +8.3% | -25.0% | -18.1% |
| 3Y | -52.9% | +62.5% | -115.5% | -57.2% |
| 5Y | -3.0% | +136.2% | -139.1% | -17.8% |
| 10Y | +147.1% | +301.4% | -154.4% | +85.5% |
| All | +31,203.5% | +18,562.2% | +12,641.3% | +13,247.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling