+102.7%
NOK vs ACN
-44.1%
+146.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.4% |
| 7D | +9.3% | -6.3% | +15.7% | +10.8% |
| 30D | +17.9% | -1.4% | +19.2% | +17.8% |
| 3M | -22.3% | +2.6% | -24.9% | -23.3% |
| 6M | +36.4% | -14.3% | +50.7% | +42.3% |
| YTD | +66.3% | -33.1% | +99.4% | +90.0% |
| 1Y | +134.4% | -28.8% | +163.2% | +158.9% |
| 3Y | +186.6% | -43.0% | +229.5% | +238.9% |
| 5Y | +102.7% | -44.0% | +146.7% | +132.1% |
| All | +102.7% | -44.1% | +146.8% | +132.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling