+21.3%
NOK vs AMCR
+32.3%
-11.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -2.5% |
| 7D | -10.4% | +6.2% | -16.6% | -10.3% |
| 30D | -19.0% | +16.0% | -35.0% | -19.1% |
| 3M | -16.7% | +4.4% | -21.1% | -16.5% |
| 6M | -37.1% | +35.5% | -72.6% | -39.1% |
| YTD | +27.7% | +21.5% | +6.1% | +28.0% |
| 1Y | +21.3% | +30.7% | -9.5% | +19.5% |
| All | +21.3% | +32.3% | -11.0% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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