+102.7%
NOK vs ADM
+67.1%
+35.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.5% |
| 7D | +9.3% | +1.4% | +8.0% | +9.0% |
| 30D | +17.9% | +8.2% | +9.6% | +15.6% |
| 3M | -22.3% | +8.7% | -31.0% | -24.0% |
| 6M | +36.4% | +29.1% | +7.3% | +29.0% |
| YTD | +66.3% | +53.7% | +12.7% | +52.2% |
| 1Y | +134.4% | +43.2% | +91.2% | +117.1% |
| 3Y | +186.6% | +21.4% | +165.2% | +175.3% |
| 5Y | +102.7% | +67.1% | +35.6% | +81.9% |
| All | +102.7% | +67.1% | +35.6% | +81.9% |
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 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