-34.4%
NVO vs AMRZ
-20.1%
-14.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -7.6% | -7.5% | 0.0% | -6.3% |
| 30D | -6.0% | -12.4% | +6.4% | -3.9% |
| 3M | -0.8% | -22.4% | +21.6% | +2.8% |
| 6M | +16.5% | -29.5% | +46.0% | +22.9% |
| YTD | -11.1% | -24.1% | +13.0% | -7.2% |
| 1Y | -16.7% | -26.3% | +9.5% | -14.7% |
| All | -34.4% | -20.1% | -14.3% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling