+247.8%
NOK vs ACGL
+4,853.1%
-4,605.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +3.4% |
| 7D | -10.5% | +0.9% | -11.4% | -10.8% |
| 30D | -27.9% | +13.7% | -41.6% | -30.4% |
| 3M | -18.8% | +8.0% | -26.8% | -20.8% |
| 6M | -41.9% | +13.3% | -55.2% | -44.5% |
| YTD | +18.4% | +11.8% | +6.5% | +13.1% |
| 1Y | +10.9% | +22.2% | -11.4% | +3.4% |
| 3Y | +137.9% | +32.5% | +105.4% | +113.2% |
| 5Y | +47.8% | +160.2% | -112.4% | +8.5% |
| 10Y | +116.4% | +338.5% | -222.2% | +34.1% |
| All | +247.8% | +4,853.1% | -4,605.3% | +52.0% |
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