+102.7%
NOK vs AA
+15.6%
+87.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.4% |
| 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% | -17.1% |
| 6M | +36.4% | -16.6% | +53.0% | +40.6% |
| YTD | +66.3% | -4.0% | +70.3% | +66.1% |
| 1Y | +134.4% | +63.5% | +70.9% | +110.9% |
| 3Y | +186.6% | +86.8% | +99.8% | +139.9% |
| 5Y | +102.7% | +12.4% | +90.3% | +81.9% |
| All | +102.7% | +15.6% | +87.1% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling