+0.6%
NVO vs AMBA
-53.5%
+54.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.2% |
| 7D | +0.1% | -6.4% | +6.5% | +0.7% |
| 30D | -3.2% | -26.8% | +23.6% | -0.5% |
| 3M | +11.5% | -7.6% | +19.1% | +10.6% |
| 6M | +22.9% | +21.2% | +1.7% | +16.9% |
| YTD | -6.8% | -10.4% | +3.6% | -8.5% |
| 1Y | -12.6% | -24.4% | +11.8% | -13.3% |
| 3Y | -49.6% | +6.0% | -55.6% | -53.4% |
| 5Y | +0.6% | -53.9% | +54.5% | -3.2% |
| All | +0.6% | -53.5% | +54.1% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling