+32,722.5%
NVO vs AME
+18,712.3%
+14,010.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +0.1% | +2.8% | -2.7% | -0.5% |
| 30D | -3.2% | -6.3% | +3.0% | -1.9% |
| 3M | +11.5% | +5.4% | +6.1% | +9.9% |
| 6M | +22.9% | +7.4% | +15.5% | +20.5% |
| YTD | -6.8% | +16.2% | -23.0% | -10.3% |
| 1Y | -12.6% | +26.8% | -39.5% | -17.6% |
| 3Y | -49.6% | +57.5% | -107.1% | -54.9% |
| 5Y | +0.6% | +84.8% | -84.3% | -13.2% |
| 10Y | +148.3% | +424.3% | -276.0% | +70.2% |
| All | +32,722.5% | +18,712.3% | +14,010.3% | +14,416.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling