+127.6%
NOK vs AA
+123.1%
+4.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.5% | -0.3% |
| 7D | +8.7% | -5.4% | +14.1% | +9.9% |
| 30D | +12.5% | -10.7% | +23.2% | +14.9% |
| 3M | -20.7% | -26.2% | +5.4% | -16.0% |
| 6M | +36.2% | -20.9% | +57.1% | +41.9% |
| YTD | +64.1% | -8.6% | +72.8% | +65.2% |
| 1Y | +132.4% | +57.4% | +75.0% | +108.4% |
| 3Y | +182.9% | +77.8% | +105.0% | +135.9% |
| 5Y | +102.8% | +2.7% | +100.1% | +77.0% |
| All | +127.6% | +123.1% | +4.6% | +40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling