+215.0%
NOK vs ALM
+3,289.7%
-3,074.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -1.9% |
| 7D | +11.0% | -4.0% | +15.0% | +11.0% |
| 30D | -16.0% | -30.5% | +14.5% | -15.9% |
| 3M | -19.8% | -46.9% | +27.1% | -19.5% |
| 6M | -37.1% | -65.5% | +28.4% | -36.9% |
| YTD | +28.0% | -13.4% | +41.4% | +28.1% |
| 1Y | +17.9% | +9.8% | +8.2% | +18.0% |
| 3Y | +152.7% | +783.1% | -630.4% | +151.5% |
| 5Y | +62.3% | +378.3% | -316.0% | +61.5% |
| 10Y | +128.1% | +1,942.8% | -1,814.8% | +126.0% |
| All | +215.0% | +3,289.7% | -3,074.7% | +208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling