+138.6%
NOK vs AME
+445.1%
-306.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.3% | +1.5% | +3.1% |
| 7D | +11.0% | +1.7% | +9.2% | +10.0% |
| 30D | +7.8% | -6.4% | +14.3% | +11.8% |
| 3M | -21.0% | +7.1% | -28.1% | -23.5% |
| 6M | +40.9% | +8.2% | +32.7% | +35.8% |
| YTD | +72.0% | +18.2% | +53.9% | +58.4% |
| 1Y | +140.9% | +26.7% | +114.2% | +112.8% |
| 3Y | +194.3% | +60.7% | +133.6% | +123.2% |
| 5Y | +112.5% | +91.6% | +21.0% | +45.3% |
| All | +138.6% | +445.1% | -306.5% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling