+132.0%
NOK vs ACGL
+2.4%
+129.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.6% | +4.4% |
| 7D | +7.3% | -2.9% | +10.2% | +5.1% |
| 30D | +13.8% | -2.8% | +16.6% | +11.7% |
| 3M | -27.0% | +6.8% | -33.8% | -24.2% |
| 6M | +37.6% | -1.5% | +39.1% | +40.2% |
| YTD | +64.6% | -0.2% | +64.8% | +70.0% |
| 1Y | +132.0% | +5.3% | +126.7% | +158.6% |
| All | +132.0% | +2.4% | +129.7% | +158.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling