+207.0%
NOK vs ALM
+3,551.9%
-3,344.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.7% | -10.3% | -2.6% |
| 7D | +5.4% | +1.2% | +4.1% | +5.3% |
| 30D | -14.1% | -19.3% | +5.2% | -14.1% |
| 3M | -23.6% | -40.6% | +17.1% | -23.4% |
| 6M | -45.1% | -57.9% | +12.8% | -44.9% |
| YTD | +24.7% | -6.7% | +31.4% | +24.8% |
| 1Y | +19.0% | +20.2% | -1.1% | +19.0% |
| 3Y | +147.0% | +879.4% | -732.4% | +145.7% |
| 5Y | +58.2% | +415.3% | -357.1% | +57.4% |
| 10Y | +122.3% | +2,100.8% | -1,978.5% | +120.2% |
| All | +207.0% | +3,551.9% | -3,344.8% | +200.3% |
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