+86.7%
NOK vs ACGL
+161.8%
-75.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +2.9% |
| 7D | -1.8% | -0.7% | -1.0% | -1.7% |
| 30D | +4.7% | -1.0% | +5.7% | +4.8% |
| 3M | -39.7% | +11.0% | -50.7% | -41.2% |
| 6M | +23.1% | -0.3% | +23.4% | +22.6% |
| YTD | +55.0% | +2.3% | +52.8% | +53.2% |
| 1Y | +118.0% | +6.4% | +111.7% | +113.1% |
| 3Y | +170.5% | +34.0% | +136.5% | +138.8% |
| All | +86.7% | +161.8% | -75.1% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling