+100.6%
NOK vs ACM
+6.0%
+94.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +6.5% |
| 7D | +7.3% | -0.3% | +7.5% | +7.3% |
| 30D | +13.8% | -12.9% | +26.7% | +19.1% |
| 3M | -27.0% | -6.4% | -20.6% | -26.3% |
| 6M | +37.6% | -29.2% | +66.8% | +56.3% |
| YTD | +64.6% | -29.9% | +94.5% | +86.5% |
| 1Y | +132.0% | -47.3% | +179.3% | +196.8% |
| 3Y | +183.7% | -19.6% | +203.3% | +190.3% |
| All | +100.6% | +6.0% | +94.6% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling