+0.7%
NVO vs AMT
-32.2%
+32.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -4.7% | +1.5% | -6.2% | -5.0% |
| 30D | -5.4% | +3.7% | -9.2% | -6.2% |
| 3M | +7.0% | -7.2% | +14.2% | +8.5% |
| 6M | +17.6% | -4.2% | +21.8% | +18.4% |
| YTD | -8.0% | +1.9% | -9.9% | -8.8% |
| 1Y | -13.8% | -6.4% | -7.5% | -13.1% |
| 3Y | -50.3% | +7.7% | -58.0% | -51.7% |
| 5Y | +0.7% | -30.9% | +31.6% | +15.2% |
| All | +0.7% | -32.2% | +32.8% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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