-26.2%
NOK vs ACM
+230.8%
-257.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.8% |
| 7D | -1.8% | -3.7% | +2.0% | -0.3% |
| 30D | +4.7% | -11.1% | +15.8% | +8.4% |
| 3M | -39.7% | -8.0% | -31.7% | -38.6% |
| 6M | +23.1% | -29.7% | +52.7% | +39.3% |
| YTD | +55.0% | -29.4% | +84.4% | +74.2% |
| 1Y | +118.0% | -46.4% | +164.5% | +173.1% |
| 3Y | +170.5% | -22.3% | +192.8% | +186.5% |
| 5Y | +84.9% | +4.5% | +80.4% | +72.1% |
| 10Y | +112.0% | +127.6% | -15.7% | +30.0% |
| All | -26.2% | +230.8% | -257.0% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling