+127.6%
NOK vs APA
-2.8%
+130.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +8.7% | +0.8% | +7.9% | +8.6% |
| 30D | +12.5% | +9.6% | +2.9% | +11.0% |
| 3M | -20.7% | +18.0% | -38.8% | -23.0% |
| 6M | +36.2% | +41.9% | -5.7% | +28.3% |
| YTD | +64.1% | +86.3% | -22.2% | +48.3% |
| 1Y | +132.4% | +97.9% | +34.5% | +107.3% |
| 3Y | +182.9% | +12.8% | +170.1% | +167.1% |
| 5Y | +102.8% | +177.2% | -74.4% | +64.2% |
| All | +127.6% | -2.8% | +130.4% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling