+415.9%
NOK vs AMCR
+96.6%
+319.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +8.7% | -5.0% | +13.7% | +10.3% |
| 30D | +12.5% | -8.0% | +20.5% | +15.1% |
| 3M | -20.7% | +14.3% | -35.0% | -24.5% |
| 6M | +36.2% | +5.3% | +30.8% | +32.2% |
| YTD | +64.1% | +7.7% | +56.4% | +57.7% |
| 1Y | +132.4% | +10.8% | +121.5% | +121.2% |
| 3Y | +182.9% | +9.6% | +173.3% | +167.3% |
| 5Y | +102.8% | -10.2% | +113.0% | +103.6% |
| 10Y | +126.8% | +16.5% | +110.4% | +101.6% |
| All | +415.9% | +96.6% | +319.3% | +316.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling