+51.5%
NOK vs ADVB
-97.5%
+149.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +2.7% |
| 7D | -10.5% | -13.9% | +3.4% | -10.7% |
| 30D | -27.9% | -68.1% | +40.2% | -29.4% |
| 3M | -18.8% | -73.4% | +54.6% | -20.7% |
| 6M | -41.9% | -70.8% | +28.9% | -42.6% |
| YTD | +18.4% | -66.1% | +84.5% | +15.9% |
| 1Y | +10.9% | -77.5% | +88.4% | +9.3% |
| All | +51.5% | -97.5% | +149.0% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling