-15.9%
NOK vs ACN
+2,341.7%
-2,357.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | +5.4% | -3.8% | +9.2% | +6.9% |
| 30D | -14.1% | +16.5% | -30.7% | -20.6% |
| 3M | -23.6% | +41.5% | -65.0% | -36.3% |
| 6M | -45.1% | +60.1% | -105.2% | -58.2% |
| YTD | +24.7% | -3.9% | +28.7% | +17.0% |
| 1Y | +19.0% | +4.1% | +14.9% | +7.2% |
| 3Y | +147.0% | -15.9% | +162.9% | +138.6% |
| 5Y | +58.2% | -26.3% | +84.5% | +61.0% |
| 10Y | +122.3% | +148.2% | -26.0% | +23.4% |
| All | -15.9% | +2,341.7% | -2,357.6% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling