+21.3%
NOK vs ADM
+29.8%
-8.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | -10.4% | -8.3% | -2.1% | -8.6% |
| 30D | -19.0% | -14.1% | -4.9% | -15.8% |
| 3M | -16.7% | -10.7% | -6.0% | -15.0% |
| 6M | -37.1% | -5.9% | -31.2% | -36.9% |
| YTD | +27.7% | +25.8% | +1.9% | +25.4% |
| 1Y | +21.3% | +21.3% | 0.0% | +19.5% |
| All | +21.3% | +29.8% | -8.6% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling