+1,578.5%
NOK vs ADM
+1,479.3%
+99.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | -1.8% | +3.8% | -5.5% | -3.1% |
| 30D | +4.7% | +9.8% | -5.1% | +1.1% |
| 3M | -39.7% | +2.1% | -41.8% | -40.3% |
| 6M | +23.1% | +27.5% | -4.4% | +13.0% |
| YTD | +55.0% | +50.2% | +4.8% | +34.2% |
| 1Y | +118.0% | +40.6% | +77.5% | +92.3% |
| 3Y | +170.5% | +17.2% | +153.3% | +145.6% |
| 5Y | +84.9% | +61.9% | +23.0% | +46.3% |
| 10Y | +112.0% | +159.3% | -47.3% | +35.6% |
| All | +1,578.5% | +1,479.3% | +99.2% | +571.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling