-11.1%
NVO vs AMBA
-35.5%
+24.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +4.0% | +2.4% |
| 7D | +3.3% | +2.7% | +0.6% | +3.2% |
| 30D | +9.2% | -2.2% | +11.4% | +9.2% |
| 3M | -9.8% | -26.6% | +16.9% | -9.3% |
| 6M | -10.4% | -26.8% | +16.3% | -10.3% |
| YTD | -14.1% | -15.1% | +1.0% | -19.7% |
| 1Y | -11.1% | -32.3% | +21.2% | -18.1% |
| All | -11.1% | -35.5% | +24.4% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling