+60.7%
NOK vs AME
+77.7%
-17.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.8% |
| 7D | +5.4% | +5.9% | -0.5% | +1.5% |
| 30D | -14.1% | -1.9% | -12.2% | -12.4% |
| 3M | -23.6% | -5.4% | -18.2% | -20.2% |
| 6M | -45.1% | +4.9% | -50.1% | -45.6% |
| YTD | +24.7% | +18.5% | +6.3% | +16.0% |
| 1Y | +19.0% | +25.5% | -6.4% | +7.4% |
| 3Y | +147.0% | +63.0% | +84.0% | +81.0% |
| All | +60.7% | +77.7% | -17.0% | +3.3% |
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