+101.3%
NOK vs APD
+26.2%
+75.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +6.6% |
| 7D | +7.3% | -2.5% | +9.7% | +8.1% |
| 30D | +13.8% | -1.9% | +15.7% | +14.3% |
| 3M | -27.0% | +8.2% | -35.2% | -29.6% |
| 6M | +37.6% | +10.7% | +26.8% | +32.3% |
| YTD | +64.6% | +22.9% | +41.7% | +52.5% |
| 1Y | +132.0% | +5.8% | +126.2% | +125.6% |
| 3Y | +183.7% | +7.8% | +175.9% | +168.1% |
| 5Y | +101.3% | +26.1% | +75.2% | +62.2% |
| All | +101.3% | +26.2% | +75.1% | +62.2% |
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