+172.9%
NOK vs AMT
+1,433.3%
-1,260.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.8% |
| 7D | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | -21.0% | +3.7% | -24.8% | -22.1% |
| 3M | -12.6% | +10.7% | -23.3% | -15.4% |
| 6M | -36.2% | +9.3% | -45.4% | -38.6% |
| YTD | +26.4% | +10.9% | +15.5% | +20.4% |
| 1Y | +19.6% | +10.5% | +9.1% | +13.9% |
| 3Y | +152.6% | +15.5% | +137.0% | +132.9% |
| 5Y | +57.3% | -20.6% | +77.9% | +60.1% |
| 10Y | +123.8% | +124.5% | -0.8% | +66.8% |
| All | +172.9% | +1,433.3% | -1,260.4% | +10.7% |
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