-1.0%
NVO vs AME
+83.9%
-84.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -0.9% |
| 7D | -7.4% | 0.0% | -7.4% | -7.4% |
| 30D | -5.5% | -8.6% | +3.1% | -2.6% |
| 3M | +4.1% | +5.8% | -1.7% | +1.2% |
| 6M | +19.3% | +3.8% | +15.5% | +16.4% |
| YTD | -9.2% | +14.4% | -23.6% | -15.0% |
| 1Y | -15.0% | +25.8% | -40.8% | -23.5% |
| 3Y | -50.9% | +55.2% | -106.0% | -60.6% |
| All | -1.0% | +83.9% | -84.8% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling