+136.0%
NVO vs AME
+445.1%
-309.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -3.1% |
| 7D | -7.6% | +1.7% | -9.3% | -8.1% |
| 30D | -6.0% | -6.4% | +0.5% | -4.1% |
| 3M | -0.8% | +7.1% | -7.9% | -3.4% |
| 6M | +16.5% | +8.2% | +8.3% | +12.8% |
| YTD | -11.1% | +18.2% | -29.3% | -16.5% |
| 1Y | -16.7% | +26.7% | -43.5% | -23.6% |
| 3Y | -52.9% | +60.7% | -113.6% | -60.5% |
| 5Y | -3.0% | +91.6% | -94.5% | -23.5% |
| All | +136.0% | +445.1% | -309.0% | +39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling