+1,250.5%
NOK vs APD
+3,264.2%
-2,013.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +5.4% | +3.8% | +1.5% | +3.6% |
| 30D | -14.1% | +8.2% | -22.4% | -17.4% |
| 3M | -23.6% | +4.3% | -27.9% | -25.4% |
| 6M | -45.1% | +4.7% | -49.8% | -46.9% |
| YTD | +24.7% | +31.5% | -6.8% | +8.4% |
| 1Y | +19.0% | +23.5% | -4.5% | +6.0% |
| 3Y | +147.0% | +29.1% | +117.9% | +107.4% |
| 5Y | +58.2% | +15.9% | +42.3% | +37.5% |
| 10Y | +122.3% | +191.9% | -69.7% | +14.1% |
| All | +1,250.5% | +3,264.2% | -2,013.7% | +175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling