-16.7%
NVO vs AGI
+9.2%
-25.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -7.6% | -2.7% | -4.8% | -7.3% |
| 30D | -6.0% | +7.2% | -13.2% | -6.4% |
| 3M | -0.8% | +4.3% | -5.0% | -1.5% |
| 6M | +16.5% | -27.1% | +43.5% | +19.7% |
| YTD | -11.1% | -6.6% | -4.5% | -12.0% |
| 1Y | -16.7% | +9.5% | -26.2% | -17.7% |
| All | -16.7% | +9.2% | -25.9% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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