+134.4%
NOK vs AMT
-6.0%
+140.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +9.3% | +1.5% | +7.9% | +10.0% |
| 30D | +17.9% | +3.7% | +14.1% | +19.7% |
| 3M | -22.3% | -7.2% | -15.1% | -22.7% |
| 6M | +36.4% | -4.2% | +40.5% | +36.3% |
| YTD | +66.3% | +1.9% | +64.4% | +73.1% |
| 1Y | +134.4% | -6.4% | +140.8% | +130.1% |
| All | +134.4% | -6.0% | +140.5% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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