+234.6%
NOK vs AMT
+1,311.4%
-1,076.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.7% | +3.0% |
| 7D | -1.8% | -0.2% | -1.5% | -1.7% |
| 30D | +4.7% | +4.6% | +0.1% | +3.3% |
| 3M | -39.7% | -8.4% | -31.2% | -38.6% |
| 6M | +23.1% | -6.0% | +29.1% | +23.8% |
| YTD | +55.0% | +2.1% | +52.9% | +51.7% |
| 1Y | +118.0% | -6.4% | +124.4% | +117.8% |
| 3Y | +170.5% | +8.1% | +162.4% | +154.6% |
| 5Y | +84.9% | -31.9% | +116.8% | +97.1% |
| 10Y | +112.0% | +97.1% | +14.9% | +64.1% |
| All | +234.6% | +1,311.4% | -1,076.7% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling