+127.6%
NOK vs ALM
+2,776.7%
-2,649.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.6% | +8.3% | -0.9% |
| 7D | +8.7% | -7.1% | +15.8% | +9.0% |
| 30D | +12.5% | +24.7% | -12.2% | +11.4% |
| 3M | -20.7% | +8.3% | -29.0% | -21.2% |
| 6M | +36.2% | -22.2% | +58.3% | +36.4% |
| YTD | +64.1% | +88.1% | -23.9% | +60.8% |
| 1Y | +132.4% | +272.4% | -140.0% | +124.4% |
| 3Y | +182.9% | +2,004.1% | -1,821.3% | +164.1% |
| 5Y | +102.8% | +915.8% | -813.0% | +90.4% |
| All | +127.6% | +2,776.7% | -2,649.1% | +109.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling