+21.3%
NOK vs AA
+13.9%
+7.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -3.5% |
| 7D | -10.4% | +0.9% | -11.3% | -10.7% |
| 30D | -19.0% | -6.4% | -12.6% | -17.3% |
| 3M | -16.7% | -13.0% | -3.8% | -13.8% |
| 6M | -37.1% | -34.6% | -2.5% | -28.2% |
| YTD | +27.7% | -23.0% | +50.7% | +36.2% |
| 1Y | +21.3% | +16.0% | +5.3% | +11.3% |
| All | +21.3% | +13.9% | +7.4% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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