+184.5%
NOK vs AG
+278.6%
-94.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.0% | +0.8% |
| 7D | +9.3% | -0.1% | +9.4% | +9.3% |
| 30D | +17.9% | +12.5% | +5.4% | +15.8% |
| 3M | -22.3% | +28.2% | -50.5% | -25.1% |
| 6M | +36.4% | -18.8% | +55.2% | +37.6% |
| YTD | +66.3% | +27.4% | +38.9% | +58.3% |
| 1Y | +134.4% | +132.2% | +2.2% | +106.9% |
| All | +184.5% | +278.6% | -94.2% | +128.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling