-48.0%
NVO vs AMBA
+3.8%
-51.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | +2.2% | -11.0% | +13.1% | +3.2% |
| 30D | +6.0% | -23.2% | +29.2% | +8.4% |
| 3M | +7.9% | -12.7% | +20.6% | +7.3% |
| 6M | +27.1% | +11.2% | +15.9% | +20.6% |
| YTD | -3.8% | -11.2% | +7.4% | -6.3% |
| 1Y | -12.8% | -22.5% | +9.7% | -14.5% |
| All | -48.0% | +3.8% | -51.7% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling