+184.5%
NOK vs AA
+82.1%
+102.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.5% |
| 7D | +9.3% | -0.6% | +10.0% | +9.5% |
| 30D | +17.9% | -1.6% | +19.4% | +18.0% |
| 3M | -22.3% | -29.8% | +7.5% | -16.8% |
| 6M | +36.4% | -16.6% | +53.0% | +41.0% |
| YTD | +66.3% | -4.0% | +70.3% | +66.5% |
| 1Y | +134.4% | +63.5% | +70.9% | +110.9% |
| All | +184.5% | +82.1% | +102.4% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling