-2.5%
NOK vs AG
+439.9%
-442.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.3% |
| 7D | +7.3% | +4.5% | +2.8% | +6.6% |
| 30D | +13.8% | +12.9% | +0.9% | +12.0% |
| 3M | -27.0% | +20.9% | -48.0% | -28.8% |
| 6M | +37.6% | -19.5% | +57.1% | +39.7% |
| YTD | +64.6% | +24.8% | +39.8% | +57.7% |
| 1Y | +132.0% | +120.2% | +11.8% | +106.7% |
| 3Y | +183.7% | +279.0% | -95.3% | +129.1% |
| 5Y | +101.3% | +67.9% | +33.4% | +72.9% |
| 10Y | +122.4% | +57.5% | +64.9% | +73.2% |
| All | -2.5% | +439.9% | -442.4% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling