+183.7%
NOK vs ALM
+2,327.9%
-2,144.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.8% | -2.6% | +5.4% |
| 7D | +7.3% | +8.4% | -1.2% | +6.5% |
| 30D | +13.8% | +34.8% | -21.1% | +10.7% |
| 3M | -27.0% | +16.2% | -43.2% | -28.4% |
| 6M | +37.6% | +2.1% | +35.5% | +35.1% |
| YTD | +64.6% | +117.0% | -52.4% | +56.4% |
| 1Y | +132.0% | +313.9% | -181.8% | +116.1% |
| 3Y | +183.7% | +2,327.9% | -2,144.3% | +159.2% |
| All | +183.7% | +2,327.9% | -2,144.3% | +159.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling