+133.9%
NOK vs ACM
+131.3%
+2.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +11.0% | +5.1% | +5.9% | +9.2% |
| 30D | -16.0% | +18.7% | -34.7% | -20.9% |
| 3M | -19.8% | +15.5% | -35.2% | -24.1% |
| 6M | -37.1% | +1.2% | -38.3% | -38.3% |
| YTD | +28.0% | -25.2% | +53.2% | +39.3% |
| 1Y | +17.9% | -46.3% | +64.2% | +45.0% |
| 3Y | +152.7% | -9.6% | +162.3% | +151.7% |
| 5Y | +62.3% | +4.4% | +57.9% | +52.6% |
| All | +133.9% | +131.3% | +2.6% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling