+140.9%
NOK vs ALC
-14.7%
+155.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +4.6% |
| 7D | +11.0% | -6.3% | +17.3% | +9.6% |
| 30D | +7.8% | -10.3% | +18.1% | +5.7% |
| 3M | -21.0% | -0.7% | -20.3% | -21.4% |
| 6M | +40.9% | -17.8% | +58.7% | +40.4% |
| YTD | +72.0% | -15.8% | +87.8% | +71.7% |
| 1Y | +140.9% | -16.7% | +157.6% | +144.6% |
| All | +140.9% | -14.7% | +155.6% | +144.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling