+155.6%
NVO vs AMBA
+2.6%
+153.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.4% | -9.7% | -2.1% |
| 7D | -4.7% | +2.5% | -7.2% | -5.0% |
| 30D | -5.4% | -16.1% | +10.7% | -4.0% |
| 3M | +7.0% | +4.6% | +2.3% | +4.8% |
| 6M | +17.6% | +29.2% | -11.6% | +11.6% |
| YTD | -8.0% | -2.9% | -5.2% | -10.2% |
| 1Y | -13.8% | -18.7% | +4.9% | -14.8% |
| 3Y | -50.3% | +14.9% | -65.1% | -54.0% |
| 5Y | +0.7% | -53.0% | +53.6% | -2.8% |
| 10Y | +155.6% | +8.3% | +147.3% | +108.4% |
| All | +155.6% | +2.6% | +153.0% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling