+180.8%
NOK vs AME
+54.6%
+126.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | +8.7% | 0.0% | +8.7% | +8.7% |
| 30D | +12.5% | -8.6% | +21.1% | +17.1% |
| 3M | -20.7% | +5.8% | -26.5% | -21.9% |
| 6M | +36.2% | +3.8% | +32.3% | +35.0% |
| YTD | +64.1% | +14.4% | +49.7% | +58.6% |
| 1Y | +132.4% | +25.8% | +106.6% | +117.9% |
| All | +180.8% | +54.6% | +126.2% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling