-16.7%
NVO vs APA
+101.6%
-118.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.6% | -2.1% |
| 7D | -7.6% | +4.6% | -12.2% | -7.3% |
| 30D | -6.0% | +11.9% | -17.9% | -5.2% |
| 3M | -0.8% | +22.5% | -23.2% | +0.6% |
| 6M | +16.5% | +37.5% | -21.1% | +17.2% |
| YTD | -11.1% | +87.2% | -98.3% | -10.5% |
| 1Y | -16.7% | +101.4% | -118.2% | -16.3% |
| All | -16.7% | +101.6% | -118.3% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling