-12.8%
NVO vs AME
+29.8%
-42.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.1% |
| 7D | +2.2% | +0.6% | +1.5% | +2.1% |
| 30D | +6.0% | -6.7% | +12.7% | +6.7% |
| 3M | +7.9% | +4.1% | +3.8% | +6.1% |
| 6M | +27.1% | +1.6% | +25.5% | +24.6% |
| YTD | -3.8% | +16.1% | -20.0% | -9.2% |
| 1Y | -12.8% | +27.3% | -40.2% | -18.1% |
| All | -12.8% | +29.8% | -42.6% | -18.1% |
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