+102.8%
NOK vs ABT
-11.0%
+113.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.9% |
| 7D | +8.7% | -5.0% | +13.7% | +10.0% |
| 30D | +12.5% | -5.8% | +18.3% | +14.0% |
| 3M | -20.7% | +16.7% | -37.5% | -25.3% |
| 6M | +36.2% | -5.2% | +41.4% | +39.3% |
| YTD | +64.1% | -16.0% | +80.1% | +76.0% |
| 1Y | +132.4% | -18.3% | +150.6% | +151.8% |
| 3Y | +182.9% | +9.2% | +173.6% | +155.5% |
| 5Y | +102.8% | -11.6% | +114.3% | +106.1% |
| All | +102.8% | -11.0% | +113.8% | +106.1% |
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