+157.3%
NOK vs ACI
+25.9%
+131.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | -1.8% | +0.2% | -1.9% | -1.8% |
| 30D | +4.7% | +5.9% | -1.2% | +3.4% |
| 3M | -39.7% | -19.8% | -19.9% | -37.4% |
| 6M | +23.1% | -24.7% | +47.8% | +28.8% |
| YTD | +55.0% | -24.4% | +79.4% | +61.3% |
| 1Y | +118.0% | -31.5% | +149.5% | +131.7% |
| 3Y | +170.5% | -38.7% | +209.2% | +192.7% |
| 5Y | +84.9% | -42.8% | +127.7% | +96.6% |
| All | +157.3% | +25.9% | +131.4% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling