+275.0%
NVO vs ALM
+8,394.4%
-8,119.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.8% | -11.9% | -3.1% |
| 7D | +0.1% | +8.4% | -8.3% | +0.1% |
| 30D | -3.2% | +34.8% | -38.1% | -3.3% |
| 3M | +11.5% | +16.2% | -4.7% | +11.4% |
| 6M | +22.9% | +2.1% | +20.8% | +22.8% |
| YTD | -6.8% | +117.0% | -123.8% | -7.1% |
| 1Y | -12.6% | +313.9% | -326.5% | -13.1% |
| 3Y | -49.6% | +2,327.9% | -2,377.5% | -50.2% |
| 5Y | +0.6% | +1,040.6% | -1,040.1% | -0.5% |
| 10Y | +148.3% | +3,219.4% | -3,071.2% | +144.2% |
| All | +275.0% | +8,394.4% | -8,119.4% | +263.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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