+23,340.2%
AMAT vs NOK
+1,614.1%
+21,726.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.7% | +3.2% |
| 7D | -1.5% | -1.8% | +0.3% | -0.7% |
| 30D | -14.8% | +4.7% | -19.5% | -16.5% |
| 3M | -9.3% | -39.7% | +30.4% | +11.9% |
| 6M | +27.4% | +23.1% | +4.3% | +15.1% |
| YTD | +77.6% | +55.0% | +22.5% | +45.3% |
| 1Y | +188.9% | +118.0% | +70.9% | +100.4% |
| 3Y | +202.3% | +170.5% | +31.8% | +85.7% |
| 5Y | +248.9% | +84.9% | +164.0% | +151.1% |
| 10Y | +1,585.2% | +112.0% | +1,473.2% | +841.2% |
| All | +23,340.2% | +1,614.1% | +21,726.1% | +2,768.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling