+106.0%
NOK vs ALC
+17.1%
+88.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.2% |
| 7D | +8.7% | -7.7% | +16.4% | +12.1% |
| 30D | +12.5% | -11.7% | +24.2% | +17.8% |
| 3M | -20.7% | +0.7% | -21.4% | -21.9% |
| 6M | +36.2% | -17.1% | +53.2% | +44.9% |
| YTD | +64.1% | -15.1% | +79.3% | +72.0% |
| 1Y | +132.4% | -14.1% | +146.5% | +140.8% |
| 3Y | +182.9% | -18.2% | +201.0% | +191.9% |
| 5Y | +102.8% | -19.2% | +122.0% | +106.1% |
| All | +106.0% | +17.1% | +88.9% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling