+132.0%
NOK vs AMC
-6.9%
+138.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.4% | +9.6% | +6.4% |
| 7D | +7.3% | -0.8% | +8.0% | +7.3% |
| 30D | +13.8% | -1.2% | +14.9% | +13.8% |
| 3M | -27.0% | +42.2% | -69.2% | -30.7% |
| 6M | +37.6% | +118.8% | -81.2% | +20.0% |
| YTD | +64.6% | +64.1% | +0.5% | +49.6% |
| 1Y | +132.0% | -9.5% | +141.6% | +129.5% |
| All | +132.0% | -6.9% | +138.9% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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