+61.8%
NOK vs ADVB
-97.4%
+159.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.5% | +3.3% | +6.8% |
| 7D | -1.4% | -1.2% | -0.2% | -1.5% |
| 30D | -21.0% | -61.4% | +40.4% | -22.5% |
| 3M | -12.6% | -67.8% | +55.2% | -14.3% |
| 6M | -36.2% | -66.9% | +30.7% | -37.0% |
| YTD | +26.4% | -64.9% | +91.3% | +23.9% |
| 1Y | +19.6% | -74.8% | +94.3% | +17.8% |
| All | +61.8% | -97.4% | +159.2% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling