+58.5%
AMAT vs NOK
+18.9%
+39.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +6.8% | +4.6% | +7.8% |
| 7D | -1.1% | -1.4% | +0.4% | +0.2% |
| 30D | -26.9% | -21.0% | -5.9% | -18.1% |
| 3M | -31.2% | -12.6% | -18.6% | -27.0% |
| 6M | -14.7% | -36.2% | +21.5% | +4.7% |
| YTD | +44.7% | +26.4% | +18.3% | +51.8% |
| All | +58.5% | +18.9% | +39.6% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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