+105.5%
NOK vs AME
+84.2%
+21.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.4% |
| 7D | +9.3% | +1.3% | +8.0% | +8.5% |
| 30D | +17.9% | -6.6% | +24.4% | +22.5% |
| 3M | -22.3% | +3.0% | -25.3% | -23.1% |
| 6M | +36.4% | +5.3% | +31.1% | +33.3% |
| YTD | +66.3% | +15.4% | +50.9% | +55.2% |
| 1Y | +134.4% | +26.8% | +107.6% | +107.3% |
| 3Y | +186.6% | +56.5% | +130.1% | +114.2% |
| All | +105.5% | +84.2% | +21.3% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling