+120.1%
NOK vs ADVB
-89.8%
+209.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -7.5% | +12.3% | +4.6% |
| 7D | +11.0% | -12.3% | +23.2% | +10.6% |
| 30D | +7.8% | +7.8% | +0.1% | +8.1% |
| 3M | -21.0% | +104.2% | -125.2% | -19.7% |
| 6M | +40.9% | +58.1% | -17.2% | +41.9% |
| YTD | +72.0% | +40.2% | +31.8% | +73.3% |
| 1Y | +140.9% | -16.1% | +157.0% | +144.5% |
| All | +120.1% | -89.8% | +209.9% | +148.1% |
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