+138.6%
NOK vs ACN
+97.5%
+41.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.4% | +1.4% | +3.7% |
| 7D | +11.0% | -1.5% | +12.5% | +11.4% |
| 30D | +7.8% | +2.1% | +5.8% | +6.6% |
| 3M | -21.0% | +11.1% | -32.1% | -25.7% |
| 6M | +40.9% | -6.8% | +47.7% | +40.8% |
| YTD | +72.0% | -30.0% | +102.1% | +93.8% |
| 1Y | +140.9% | -23.1% | +164.0% | +157.3% |
| 3Y | +194.3% | -40.4% | +234.7% | +245.2% |
| 5Y | +112.5% | -41.6% | +154.1% | +146.6% |
| All | +138.6% | +97.5% | +41.0% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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