+246.2%
NVO vs AMBA
+799.6%
-553.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -1.5% |
| 7D | +1.3% | -2.6% | +3.9% | +1.5% |
| 30D | +5.3% | -10.5% | +15.8% | +6.1% |
| 3M | -13.6% | -26.4% | +12.8% | -11.8% |
| 6M | -10.5% | -20.9% | +10.4% | -10.6% |
| YTD | -16.0% | -14.8% | -1.2% | -16.9% |
| 1Y | -7.0% | -36.1% | +29.1% | -6.0% |
| 3Y | -56.1% | +20.2% | -76.4% | -58.9% |
| 5Y | -19.0% | -67.2% | +48.2% | -19.1% |
| 10Y | +203.7% | +5.0% | +198.7% | +167.4% |
| All | +246.2% | +799.6% | -553.4% | +264.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling