+102.7%
NOK vs AG
+69.4%
+33.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.0% | +0.7% |
| 7D | +9.3% | -0.1% | +9.4% | +9.3% |
| 30D | +17.9% | +12.5% | +5.4% | +15.7% |
| 3M | -22.3% | +28.2% | -50.5% | -25.2% |
| 6M | +36.4% | -18.8% | +55.2% | +38.1% |
| YTD | +66.3% | +27.4% | +38.9% | +57.6% |
| 1Y | +134.4% | +132.2% | +2.2% | +103.8% |
| 3Y | +186.6% | +286.9% | -100.3% | +122.7% |
| 5Y | +102.7% | +72.8% | +29.9% | +68.3% |
| All | +102.7% | +69.4% | +33.3% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling