+60.7%
NOK vs ABT
-6.9%
+67.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.8% |
| 7D | +5.4% | -1.3% | +6.6% | +5.6% |
| 30D | -14.1% | +6.0% | -20.2% | -15.3% |
| 3M | -23.6% | -1.9% | -21.7% | -23.4% |
| 6M | -45.1% | +31.2% | -76.3% | -50.3% |
| YTD | +24.7% | -11.2% | +36.0% | +32.1% |
| 1Y | +19.0% | -14.0% | +33.0% | +27.9% |
| 3Y | +147.0% | +20.7% | +126.4% | +113.2% |
| All | +60.7% | -6.9% | +67.6% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling