-15.0%
NVO vs AMC
-16.3%
+1.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.8% | -1.0% |
| 7D | -7.4% | -7.1% | -0.3% | -7.0% |
| 30D | -5.5% | -1.7% | -3.8% | -5.4% |
| 3M | +4.1% | +13.5% | -9.3% | +1.7% |
| 6M | +19.3% | +112.6% | -93.3% | +5.9% |
| YTD | -9.2% | +51.3% | -60.5% | -16.1% |
| 1Y | -15.0% | -14.5% | -0.5% | -16.6% |
| All | -15.0% | -16.3% | +1.3% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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