+183.7%
NOK vs ALC
-15.5%
+199.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.1% | +6.5% |
| 7D | +7.3% | -3.7% | +10.9% | +7.9% |
| 30D | +13.8% | -3.7% | +17.5% | +14.3% |
| 3M | -27.0% | +4.6% | -31.6% | -28.2% |
| 6M | +37.6% | -14.6% | +52.2% | +43.0% |
| YTD | +64.6% | -11.9% | +76.5% | +68.7% |
| 1Y | +132.0% | -13.1% | +145.2% | +138.6% |
| 3Y | +183.7% | -15.0% | +198.7% | +180.8% |
| All | +183.7% | -15.5% | +199.2% | +180.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling