+140.9%
NOK vs ACM
-48.8%
+189.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.6% |
| 7D | +11.0% | -4.6% | +15.5% | +12.2% |
| 30D | +7.8% | +4.1% | +3.8% | +6.2% |
| 3M | -21.0% | -8.3% | -12.7% | -20.2% |
| 6M | +40.9% | -30.1% | +70.9% | +60.1% |
| YTD | +72.0% | -32.6% | +104.6% | +96.3% |
| 1Y | +140.9% | -49.6% | +190.5% | +219.4% |
| All | +140.9% | -48.8% | +189.7% | +219.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling