+132.4%
NOK vs ADM
+44.2%
+88.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +8.7% | +3.0% | +5.7% | +7.6% |
| 30D | +12.5% | +8.7% | +3.8% | +9.2% |
| 3M | -20.7% | +7.6% | -28.4% | -23.0% |
| 6M | +36.2% | +26.9% | +9.3% | +27.4% |
| YTD | +64.1% | +54.3% | +9.9% | +54.1% |
| 1Y | +132.4% | +45.7% | +86.7% | +122.9% |
| All | +132.4% | +44.2% | +88.2% | +122.9% |
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