+324.5%
NVO vs AMCR
+93.5%
+230.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -1.9% |
| 7D | -7.6% | -6.3% | -1.3% | -6.8% |
| 30D | -6.0% | -7.8% | +1.8% | -5.0% |
| 3M | -0.8% | +7.5% | -8.3% | -1.7% |
| 6M | +16.5% | +2.7% | +13.8% | +15.8% |
| YTD | -11.1% | +6.0% | -17.2% | -12.3% |
| 1Y | -16.7% | +7.8% | -24.5% | -18.1% |
| 3Y | -52.9% | +5.8% | -58.7% | -53.7% |
| 5Y | -3.0% | -11.6% | +8.6% | -2.8% |
| 10Y | +147.1% | +14.6% | +132.4% | +136.0% |
| All | +324.5% | +93.5% | +230.9% | +301.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling