+19.0%
NOK vs ALAB
+43.1%
-24.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -1.7% |
| 7D | +5.4% | +16.3% | -11.0% | +0.5% |
| 30D | -14.1% | -26.1% | +12.0% | -6.5% |
| 3M | -23.6% | -31.3% | +7.7% | -15.7% |
| 6M | -45.1% | -1.0% | -44.1% | -42.7% |
| YTD | +24.7% | +33.3% | -8.6% | +20.9% |
| 1Y | +19.0% | +53.5% | -34.5% | +13.6% |
| All | +19.0% | +43.1% | -24.1% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling