+127.9%
NOK vs AA
+42.1%
+85.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -2.2% |
| 7D | +5.4% | +0.5% | +4.8% | +5.3% |
| 30D | -14.1% | -0.6% | -13.6% | -13.9% |
| 3M | -23.6% | -19.7% | -3.9% | -19.9% |
| 6M | -45.1% | -41.6% | -3.6% | -38.6% |
| YTD | +24.7% | -24.6% | +49.4% | +31.0% |
| 1Y | +19.0% | +4.9% | +14.2% | +16.6% |
| 3Y | +147.0% | +66.8% | +80.2% | +109.7% |
| 5Y | +58.2% | -19.4% | +77.6% | +46.8% |
| All | +127.9% | +42.1% | +85.8% | +54.7% |
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