+127.0%
NOK vs ALHC
-60.6%
+187.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.8% |
| 7D | +11.0% | -0.8% | +11.8% | +11.0% |
| 30D | -16.0% | -9.6% | -6.4% | -15.8% |
| 3M | -19.8% | -44.5% | +24.8% | -18.5% |
| 6M | -37.1% | -59.2% | +22.1% | -35.6% |
| YTD | +28.0% | -62.0% | +90.0% | +31.2% |
| 1Y | +17.9% | -54.8% | +72.8% | +19.7% |
| 3Y | +152.7% | +25.0% | +127.7% | +132.4% |
| 5Y | +62.3% | -65.3% | +127.6% | +52.8% |
| All | +127.0% | -60.6% | +187.7% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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