+216.6%
NOK vs ALAB
+471.8%
-255.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +0.6% |
| 7D | +9.3% | +9.6% | -0.3% | +8.0% |
| 30D | +17.9% | -5.3% | +23.1% | +18.4% |
| 3M | -22.3% | -12.0% | -10.3% | -21.4% |
| 6M | +36.4% | +145.7% | -109.3% | +28.5% |
| YTD | +66.3% | +80.7% | -14.4% | +58.2% |
| 1Y | +134.4% | +40.1% | +94.3% | +124.2% |
| All | +216.6% | +471.8% | -255.2% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 10y: compounded portfolio wealth divided by compounded ALAB 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…
10y analysis · Full analysis span regression · 6 months rolling