+102.7%
NOK vs ALC
-17.4%
+120.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +9.3% | -5.3% | +14.6% | +11.3% |
| 30D | +17.9% | -7.1% | +24.9% | +20.5% |
| 3M | -22.3% | +0.8% | -23.1% | -23.3% |
| 6M | +36.4% | -16.0% | +52.4% | +44.2% |
| YTD | +66.3% | -12.7% | +79.1% | +72.2% |
| 1Y | +134.4% | -12.8% | +147.3% | +141.6% |
| 3Y | +186.6% | -15.8% | +202.4% | +191.1% |
| 5Y | +102.7% | -16.7% | +119.3% | +102.2% |
| All | +102.7% | -17.4% | +120.1% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling