-3.1%
NVO vs AMCR
-12.3%
+9.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -1.8% |
| 7D | -7.6% | -6.3% | -1.3% | -6.3% |
| 30D | -6.0% | -7.8% | +1.8% | -4.3% |
| 3M | -0.8% | +7.5% | -8.3% | -2.3% |
| 6M | +16.5% | +2.7% | +13.8% | +15.3% |
| YTD | -11.1% | +6.0% | -17.2% | -13.3% |
| 1Y | -16.7% | +7.8% | -24.5% | -19.2% |
| 3Y | -52.9% | +5.8% | -58.7% | -54.4% |
| All | -3.1% | -12.3% | +9.2% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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