+102.7%
NOK vs APA
+177.1%
-74.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -1.9% | +0.6% |
| 7D | +9.3% | +0.3% | +9.0% | +9.3% |
| 30D | +17.9% | +9.3% | +8.5% | +16.3% |
| 3M | -22.3% | +23.3% | -45.7% | -25.1% |
| 6M | +36.4% | +39.5% | -3.1% | +28.4% |
| YTD | +66.3% | +87.6% | -21.3% | +48.9% |
| 1Y | +134.4% | +114.2% | +20.2% | +104.0% |
| 3Y | +186.6% | +13.6% | +173.0% | +172.6% |
| 5Y | +102.7% | +175.6% | -72.9% | +58.6% |
| All | +102.7% | +177.1% | -74.4% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling