-8.2%
NVO vs AME
+21.1%
-29.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.6% | +9.6% | +4.9% |
| 7D | +10.2% | -4.4% | +14.6% | +10.1% |
| 30D | +12.4% | -5.9% | +18.2% | +12.4% |
| 3M | -3.5% | -6.5% | +3.0% | -3.3% |
| 6M | -3.8% | +3.2% | -7.0% | -6.2% |
| YTD | -13.0% | +16.0% | -29.0% | -24.1% |
| 1Y | -8.2% | +20.4% | -28.7% | -23.4% |
| All | -8.2% | +21.1% | -29.3% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling