+138.6%
NOK vs ABT
+201.3%
-62.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.4% | +6.2% | +5.3% |
| 7D | +11.0% | -5.9% | +16.9% | +13.1% |
| 30D | +7.8% | -8.1% | +15.9% | +10.7% |
| 3M | -21.0% | +14.5% | -35.5% | -26.0% |
| 6M | +40.9% | -6.3% | +47.2% | +42.5% |
| YTD | +72.0% | -17.1% | +89.1% | +82.4% |
| 1Y | +140.9% | -21.4% | +162.3% | +160.7% |
| 3Y | +194.3% | +5.9% | +188.3% | +173.5% |
| 5Y | +112.5% | -12.8% | +125.3% | +113.3% |
| All | +138.6% | +201.3% | -62.7% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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