-19.0%
NVO vs AMC
-99.1%
+80.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.7% |
| 7D | +1.3% | +5.5% | -4.2% | +1.1% |
| 30D | +5.3% | +16.1% | -10.8% | +4.9% |
| 3M | -13.6% | +43.0% | -56.6% | -14.6% |
| 6M | -10.5% | +130.7% | -141.2% | -13.3% |
| YTD | -16.0% | +121.8% | -137.8% | -18.7% |
| 1Y | -7.0% | +40.7% | -47.6% | -9.0% |
| 3Y | -56.1% | -56.8% | +0.7% | -56.7% |
| 5Y | -19.0% | -99.1% | +80.1% | -19.7% |
| All | -19.0% | -99.1% | +80.1% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling