+271.4%
NOK vs ACGL
+4,891.8%
-4,620.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.6% |
| 7D | -1.4% | -1.1% | -0.4% | -1.2% |
| 30D | -21.0% | +13.1% | -34.2% | -23.7% |
| 3M | -12.6% | +9.8% | -22.4% | -15.1% |
| 6M | -36.2% | +15.3% | -51.5% | -39.3% |
| YTD | +26.4% | +12.7% | +13.7% | +20.6% |
| 1Y | +19.6% | +20.7% | -1.1% | +12.0% |
| 3Y | +152.6% | +34.3% | +118.3% | +125.7% |
| 5Y | +57.3% | +170.6% | -113.3% | +14.3% |
| 10Y | +123.8% | +330.6% | -206.8% | +39.3% |
| All | +271.4% | +4,891.8% | -4,620.5% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling