+19.0%
NOK vs AME
+24.0%
-5.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -3.0% |
| 7D | +5.4% | +5.9% | -0.5% | -1.0% |
| 30D | -14.1% | -1.9% | -12.2% | -11.4% |
| 3M | -23.6% | -5.4% | -18.2% | -18.6% |
| 6M | -45.1% | +4.9% | -50.1% | -45.5% |
| YTD | +24.7% | +18.5% | +6.3% | +20.3% |
| 1Y | +19.0% | +25.5% | -6.4% | +13.0% |
| All | +19.0% | +24.0% | -5.0% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling