+194.3%
NOK vs AMCR
+6.5%
+187.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +5.2% |
| 7D | +11.0% | -6.3% | +17.2% | +12.7% |
| 30D | +7.8% | -7.8% | +15.6% | +9.9% |
| 3M | -21.0% | +7.5% | -28.5% | -23.5% |
| 6M | +40.9% | +2.7% | +38.2% | +38.0% |
| YTD | +72.0% | +6.0% | +66.0% | +65.7% |
| 1Y | +140.9% | +7.8% | +133.1% | +130.5% |
| 3Y | +194.3% | +5.8% | +188.5% | +165.9% |
| All | +194.3% | +6.5% | +187.8% | +165.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling