+107.0%
NOK vs ACI
+32.8%
+74.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.4% |
| 7D | +5.4% | +2.3% | +3.1% | +5.0% |
| 30D | -14.1% | +1.2% | -15.4% | -14.6% |
| 3M | -23.6% | +6.8% | -30.4% | -25.0% |
| 6M | -45.1% | -18.7% | -26.4% | -43.6% |
| YTD | +24.7% | -20.2% | +44.9% | +27.8% |
| 1Y | +19.0% | -23.7% | +42.8% | +23.3% |
| 3Y | +147.0% | -31.6% | +178.7% | +159.2% |
| 5Y | +58.2% | -42.8% | +100.9% | +70.5% |
| All | +107.0% | +32.8% | +74.2% | +49.5% |
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