+140.9%
NOK vs ALM
+247.3%
-106.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -6.5% | +11.3% | +6.1% |
| 7D | +11.0% | -11.8% | +22.8% | +13.6% |
| 30D | +7.8% | +7.8% | +0.1% | +5.7% |
| 3M | -21.0% | -9.3% | -11.8% | -20.9% |
| 6M | +40.9% | -30.5% | +71.4% | +43.9% |
| YTD | +72.0% | +75.8% | -3.8% | +53.9% |
| 1Y | +140.9% | +241.2% | -100.3% | +85.6% |
| All | +140.9% | +247.3% | -106.4% | +85.6% |
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