+0.6%
NVO vs AMC
-99.5%
+100.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -3.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.1% |
| 30D | -3.2% | -1.2% | -2.1% | -3.2% |
| 3M | +11.5% | +42.2% | -30.7% | +9.8% |
| 6M | +22.9% | +118.8% | -95.9% | +19.0% |
| YTD | -6.8% | +64.1% | -70.9% | -9.1% |
| 1Y | -12.6% | -9.5% | -3.1% | -13.4% |
| 3Y | -49.6% | -64.3% | +14.8% | -49.8% |
| 5Y | +0.6% | -99.5% | +100.0% | +4.3% |
| All | +0.6% | -99.5% | +100.0% | +4.3% |
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