+27.0%
NOK vs AGI
+5,453.2%
-5,426.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | +9.3% | +2.2% | +7.1% | +9.2% |
| 30D | +17.9% | +11.3% | +6.6% | +16.9% |
| 3M | -22.3% | +5.6% | -28.0% | -22.8% |
| 6M | +36.4% | -27.7% | +64.0% | +38.7% |
| YTD | +66.3% | -4.1% | +70.4% | +65.7% |
| 1Y | +134.4% | +13.8% | +120.6% | +130.6% |
| 3Y | +186.6% | +217.0% | -30.5% | +162.4% |
| 5Y | +102.7% | +404.3% | -301.7% | +79.1% |
| 10Y | +129.8% | +400.5% | -270.7% | +95.4% |
| All | +27.0% | +5,453.2% | -5,426.2% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling