+56.5%
NOK vs ALC
+30.4%
+26.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.7% | -3.7% |
| 7D | +5.4% | -1.1% | +6.4% | +5.7% |
| 30D | -14.1% | +16.0% | -30.2% | -19.3% |
| 3M | -23.6% | +0.8% | -24.4% | -24.6% |
| 6M | -45.1% | +16.8% | -62.0% | -49.7% |
| YTD | +24.7% | -5.5% | +30.2% | +24.3% |
| 1Y | +19.0% | -5.3% | +24.3% | +18.3% |
| 3Y | +147.0% | +4.1% | +142.9% | +126.3% |
| 5Y | +58.2% | -7.1% | +65.2% | +50.8% |
| All | +56.5% | +30.4% | +26.2% | +23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling