+1,578.5%
NOK vs APD
+3,081.2%
-1,502.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.6% | +3.1% |
| 7D | -1.8% | -2.2% | +0.5% | -0.7% |
| 30D | +4.7% | +2.1% | +2.6% | +3.4% |
| 3M | -39.7% | +7.2% | -46.8% | -42.1% |
| 6M | +23.1% | +11.2% | +11.8% | +16.5% |
| YTD | +55.0% | +24.4% | +30.6% | +38.8% |
| 1Y | +118.0% | +6.7% | +111.4% | +107.9% |
| 3Y | +170.5% | +9.2% | +161.2% | +145.4% |
| 5Y | +84.9% | +27.4% | +57.5% | +53.6% |
| 10Y | +112.0% | +164.8% | -52.8% | +14.4% |
| All | +1,578.5% | +3,081.2% | -1,502.7% | +252.9% |
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