+50.2%
NOK vs AMC
-97.5%
+147.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.7% |
| 7D | -2.7% | +5.5% | -8.2% | -3.3% |
| 30D | -20.4% | +16.1% | -36.5% | -21.6% |
| 3M | -9.6% | +43.0% | -52.6% | -13.3% |
| 6M | -35.6% | +130.7% | -166.3% | -42.6% |
| YTD | +27.5% | +121.8% | -94.3% | +13.2% |
| 1Y | +18.4% | +40.7% | -22.3% | +10.2% |
| 3Y | +151.8% | -56.8% | +208.6% | +148.3% |
| 5Y | +61.1% | -99.1% | +160.2% | +109.5% |
| 10Y | +123.7% | -98.7% | +222.4% | +84.4% |
| All | +50.2% | -97.5% | +147.7% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling