+183.7%
NOK vs AMT
+6.7%
+176.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.2% | +6.2% |
| 7D | +7.3% | -0.2% | +7.4% | +7.3% |
| 30D | +13.8% | +1.8% | +11.9% | +13.8% |
| 3M | -27.0% | -6.2% | -20.8% | -26.5% |
| 6M | +37.6% | -5.0% | +42.6% | +38.3% |
| YTD | +64.6% | +2.1% | +62.5% | +64.1% |
| 1Y | +132.0% | -5.7% | +137.8% | +133.5% |
| 3Y | +183.7% | +7.9% | +175.7% | +168.4% |
| All | +183.7% | +6.7% | +176.9% | +168.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling