+136.0%
NVO vs APD
+166.7%
-30.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -1.9% |
| 7D | -7.6% | -3.3% | -4.3% | -6.7% |
| 30D | -6.0% | -4.2% | -1.8% | -4.9% |
| 3M | -0.8% | +5.4% | -6.2% | -2.2% |
| 6M | +16.5% | +6.3% | +10.2% | +14.3% |
| YTD | -11.1% | +20.3% | -31.5% | -15.9% |
| 1Y | -16.7% | +1.6% | -18.3% | -17.7% |
| 3Y | -52.9% | +4.0% | -56.9% | -54.3% |
| 5Y | -3.0% | +23.3% | -26.3% | -12.0% |
| All | +136.0% | +166.7% | -30.6% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling