+132.4%
NOK vs AG
+119.5%
+12.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -0.5% |
| 7D | +8.7% | -5.8% | +14.5% | +9.7% |
| 30D | +12.5% | +6.4% | +6.1% | +11.2% |
| 3M | -20.7% | +28.4% | -49.1% | -24.1% |
| 6M | +36.2% | -24.5% | +60.6% | +37.4% |
| YTD | +64.1% | +21.2% | +43.0% | +57.3% |
| 1Y | +132.4% | +114.1% | +18.3% | +116.1% |
| All | +132.4% | +119.5% | +12.9% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling