+118.0%
NOK vs ALM
+318.3%
-200.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.0% |
| 7D | -1.8% | -2.6% | +0.8% | -1.2% |
| 30D | +4.7% | +32.0% | -27.3% | -1.3% |
| 3M | -39.7% | -15.0% | -24.6% | -39.1% |
| 6M | +23.1% | -10.1% | +33.2% | +20.3% |
| YTD | +55.0% | +99.4% | -44.4% | +35.7% |
| 1Y | +118.0% | +316.4% | -198.3% | +67.1% |
| All | +118.0% | +318.3% | -200.3% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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