+115.1%
NOK vs AGG
-2.6%
+117.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.9% |
| 7D | +11.0% | -1.1% | +12.0% | +12.0% |
| 30D | +7.8% | -1.1% | +9.0% | +8.9% |
| 3M | -21.0% | -1.9% | -19.1% | -19.6% |
| 6M | +40.9% | -1.7% | +42.6% | +43.2% |
| YTD | +72.0% | -1.3% | +73.3% | +74.2% |
| 1Y | +140.9% | -0.7% | +141.7% | +143.1% |
| 3Y | +194.3% | +12.5% | +181.8% | +168.6% |
| All | +115.1% | -2.6% | +117.7% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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