+132.4%
NOK vs ACI
-34.6%
+167.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.3% |
| 7D | +8.7% | -7.1% | +15.8% | +8.4% |
| 30D | +12.5% | -4.5% | +17.0% | +12.3% |
| 3M | -20.7% | -22.3% | +1.5% | -21.2% |
| 6M | +36.2% | -28.4% | +64.6% | +34.0% |
| YTD | +64.1% | -29.5% | +93.7% | +61.4% |
| 1Y | +132.4% | -34.2% | +166.6% | +126.8% |
| All | +132.4% | -34.6% | +167.0% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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