+36.4%
NOK vs AMCR
+4.6%
+31.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.8% | +0.9% |
| 7D | +9.3% | -6.3% | +15.6% | +9.1% |
| 30D | +17.9% | -7.1% | +25.0% | +17.6% |
| 3M | -22.3% | +12.7% | -35.0% | -23.8% |
| 6M | +36.4% | +5.2% | +31.2% | +36.9% |
| All | +36.4% | +4.6% | +31.7% | +36.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling