+1,578.5%
NOK vs AA
+247.6%
+1,330.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +3.3% |
| 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% | -31.1% |
| 6M | +23.1% | -18.4% | +41.5% | +29.2% |
| YTD | +55.0% | -5.5% | +60.5% | +53.9% |
| 1Y | +118.0% | +61.0% | +57.1% | +81.6% |
| 3Y | +170.5% | +66.2% | +104.3% | +105.6% |
| 5Y | +84.9% | +11.4% | +73.5% | +42.3% |
| 10Y | +112.0% | +116.9% | -4.9% | +0.2% |
| All | +1,578.5% | +247.6% | +1,330.9% | +417.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling