+118.0%
NOK vs AA
+63.2%
+54.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +3.2% |
| 7D | -1.8% | -0.7% | -1.1% | -1.6% |
| 30D | +4.7% | +5.0% | -0.3% | +2.6% |
| 3M | -39.7% | -35.8% | -3.8% | -32.9% |
| 6M | +23.1% | -18.4% | +41.5% | +29.8% |
| YTD | +55.0% | -5.5% | +60.5% | +56.8% |
| 1Y | +118.0% | +61.0% | +57.1% | +101.6% |
| All | +118.0% | +63.2% | +54.8% | +101.6% |
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