+94.6%
NOK vs ALC
+24.0%
+70.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.5% |
| 7D | -1.8% | -2.1% | +0.3% | -1.0% |
| 30D | +4.7% | -0.1% | +4.8% | +4.4% |
| 3M | -39.7% | +5.9% | -45.5% | -41.7% |
| 6M | +23.1% | -15.9% | +39.0% | +30.7% |
| YTD | +55.0% | -10.1% | +65.1% | +58.9% |
| 1Y | +118.0% | -10.2% | +128.3% | +122.4% |
| 3Y | +170.5% | -13.6% | +184.0% | +173.4% |
| 5Y | +84.9% | -15.1% | +100.0% | +84.6% |
| All | +94.6% | +24.0% | +70.6% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling