+60.7%
NOK vs ADM
+26.4%
+34.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.3% | -3.1% |
| 7D | +5.4% | +4.2% | +1.2% | +4.4% |
| 30D | -14.1% | -12.8% | -1.3% | -11.7% |
| 3M | -23.6% | -8.5% | -15.1% | -22.5% |
| 6M | -45.1% | -10.9% | -34.2% | -44.0% |
| YTD | +24.7% | +29.4% | -4.7% | +18.0% |
| 1Y | +19.0% | +27.5% | -8.5% | +12.9% |
| 3Y | +147.0% | +10.3% | +136.7% | +140.0% |
| All | +60.7% | +26.4% | +34.3% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling