+102.7%
NOK vs ALM
+958.0%
-855.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.2% | +1.4% |
| 7D | +9.3% | +3.6% | +5.7% | +9.0% |
| 30D | +17.9% | +33.8% | -15.9% | +15.0% |
| 3M | -22.3% | +14.8% | -37.1% | -23.6% |
| 6M | +36.4% | -7.0% | +43.3% | +35.0% |
| YTD | +66.3% | +108.1% | -41.8% | +58.5% |
| 1Y | +134.4% | +313.8% | -179.3% | +117.4% |
| 3Y | +186.6% | +2,227.6% | -2,041.0% | +146.7% |
| 5Y | +102.7% | +956.6% | -854.0% | +78.5% |
| All | +102.7% | +958.0% | -855.3% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling