+122.4%
NOK vs ACGL
+263.8%
-141.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.6% | +6.8% |
| 7D | +7.3% | -2.9% | +10.2% | +8.0% |
| 30D | +13.8% | -2.8% | +16.6% | +14.5% |
| 3M | -27.0% | +6.8% | -33.8% | -29.0% |
| 6M | +37.6% | -1.5% | +39.1% | +36.6% |
| YTD | +64.6% | -0.2% | +64.8% | +62.4% |
| 1Y | +132.0% | +5.3% | +126.7% | +124.2% |
| 3Y | +183.7% | +30.3% | +153.4% | +148.7% |
| 5Y | +101.3% | +151.8% | -50.5% | +35.6% |
| 10Y | +122.4% | +266.9% | -144.5% | +24.5% |
| All | +122.4% | +263.8% | -141.4% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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