-32.1%
NVO vs AMRZ
-19.2%
-12.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.9% |
| 7D | -4.7% | -4.7% | -0.1% | -3.9% |
| 30D | -5.4% | -11.3% | +5.8% | -3.6% |
| 3M | +7.0% | -22.1% | +29.0% | +10.8% |
| 6M | +17.6% | -29.6% | +47.2% | +24.2% |
| YTD | -8.0% | -23.3% | +15.3% | -4.2% |
| 1Y | -13.8% | -23.7% | +9.9% | -11.9% |
| All | -32.1% | -19.2% | -12.9% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling