+151.8%
NOK vs ACM
-7.4%
+159.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -2.7% | +6.6% | -9.3% | -4.1% |
| 30D | -20.4% | +19.8% | -40.1% | -23.7% |
| 3M | -9.6% | -3.1% | -6.5% | -9.0% |
| 6M | -35.6% | -11.5% | -24.1% | -33.3% |
| YTD | +27.5% | -24.7% | +52.2% | +38.3% |
| 1Y | +18.4% | -45.1% | +63.4% | +41.9% |
| 3Y | +151.8% | -8.9% | +160.7% | +154.0% |
| All | +151.8% | -7.4% | +159.2% | +154.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling