+63.7%
NOK vs ALC
+27.5%
+36.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +3.1% |
| 7D | +2.2% | -6.3% | +8.5% | +4.5% |
| 30D | -14.7% | +12.6% | -27.4% | -19.0% |
| 3M | -10.6% | -3.8% | -6.8% | -10.2% |
| 6M | -39.4% | +16.8% | -56.2% | -44.5% |
| YTD | +30.4% | -7.6% | +38.1% | +31.1% |
| 1Y | +22.3% | -5.9% | +28.2% | +21.7% |
| 3Y | +157.6% | +0.6% | +157.0% | +139.4% |
| 5Y | +64.6% | -9.5% | +74.0% | +58.5% |
| All | +63.7% | +27.5% | +36.3% | +29.9% |
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