+60.8%
NOK vs APD
+12.7%
+48.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | -20.4% | +11.0% | -31.4% | -23.3% |
| 3M | -9.6% | +2.0% | -11.6% | -10.5% |
| 6M | -35.6% | +7.1% | -42.7% | -37.5% |
| YTD | +27.5% | +29.8% | -2.3% | +15.9% |
| 1Y | +18.4% | +24.0% | -5.7% | +8.8% |
| 3Y | +151.8% | +27.2% | +124.6% | +121.9% |
| All | +60.8% | +12.7% | +48.2% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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