+1,578.5%
NOK vs ALB
+2,526.7%
-948.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.4% | +7.1% | +4.0% |
| 7D | -1.8% | -8.1% | +6.3% | +0.7% |
| 30D | +4.7% | +6.3% | -1.6% | +2.2% |
| 3M | -39.7% | -23.6% | -16.1% | -34.5% |
| 6M | +23.1% | -24.6% | +47.7% | +32.7% |
| YTD | +55.0% | -10.3% | +65.3% | +56.4% |
| 1Y | +118.0% | +61.5% | +56.6% | +78.6% |
| 3Y | +170.5% | -34.0% | +204.5% | +167.6% |
| 5Y | +84.9% | -44.6% | +129.5% | +81.5% |
| 10Y | +112.0% | +76.1% | +35.9% | +17.6% |
| All | +1,578.5% | +2,526.7% | -948.2% | +343.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling