+255.6%
NVO vs AMC
-98.1%
+353.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -1.9% |
| 7D | +2.2% | +2.3% | -0.1% | +2.2% |
| 30D | +6.0% | -0.7% | +6.7% | +6.0% |
| 3M | +7.9% | +35.2% | -27.3% | +7.6% |
| 6M | +27.1% | +124.6% | -97.5% | +26.3% |
| YTD | -3.8% | +69.9% | -73.7% | -4.3% |
| 1Y | -12.8% | -2.6% | -10.3% | -13.1% |
| 3Y | -46.3% | -79.8% | +33.5% | -46.4% |
| 5Y | +3.6% | -99.4% | +103.0% | +3.0% |
| 10Y | +157.0% | -98.9% | +255.9% | +176.4% |
| All | +255.6% | -98.1% | +353.7% | +249.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling