+194.3%
NOK vs AGI
+206.1%
-11.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.7% |
| 7D | +11.0% | -2.7% | +13.7% | +11.4% |
| 30D | +7.8% | +7.2% | +0.6% | +6.7% |
| 3M | -21.0% | +4.3% | -25.3% | -22.0% |
| 6M | +40.9% | -27.1% | +68.0% | +45.5% |
| YTD | +72.0% | -6.6% | +78.6% | +71.0% |
| 1Y | +140.9% | +9.5% | +131.4% | +132.8% |
| 3Y | +194.3% | +208.4% | -14.2% | +145.8% |
| All | +194.3% | +206.1% | -11.9% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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