+61.1%
NOK vs ALB
-62.6%
+123.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +1.7% |
| 7D | -2.7% | +5.3% | -8.0% | -3.9% |
| 30D | -20.4% | -6.3% | -14.1% | -19.4% |
| 3M | -9.6% | -27.4% | +17.8% | -4.0% |
| 6M | -35.6% | -53.1% | +17.4% | -25.6% |
| YTD | +27.5% | -32.3% | +59.8% | +36.3% |
| 1Y | +18.4% | -7.3% | +25.7% | +18.8% |
| 3Y | +151.8% | -14.9% | +166.7% | +141.5% |
| 5Y | +61.1% | -62.0% | +123.2% | +78.6% |
| All | +61.1% | -62.6% | +123.7% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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