+218.9%
NVO vs APD
+191.9%
+27.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +3.3% | +3.8% | -0.6% | +2.2% |
| 30D | +9.2% | +8.2% | +1.0% | +7.0% |
| 3M | -9.8% | +4.3% | -14.0% | -10.8% |
| 6M | -10.4% | +4.7% | -15.1% | -11.6% |
| YTD | -14.1% | +31.5% | -45.6% | -20.7% |
| 1Y | -11.1% | +23.5% | -34.6% | -16.6% |
| 3Y | -54.9% | +29.1% | -84.1% | -58.8% |
| 5Y | -17.4% | +15.9% | -33.3% | -23.6% |
| All | +218.9% | +191.9% | +27.0% | +123.1% |
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