+147.7%
NOK vs APTV
+180.9%
-33.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.6% | +10.8% | +7.7% |
| 7D | +7.3% | +2.0% | +5.3% | +6.4% |
| 30D | +13.8% | -7.7% | +21.5% | +16.4% |
| 3M | -27.0% | -34.0% | +7.0% | -17.3% |
| 6M | +37.6% | -37.1% | +74.7% | +56.7% |
| YTD | +64.6% | -39.9% | +104.5% | +88.7% |
| 1Y | +132.0% | -44.4% | +176.5% | +173.1% |
| 3Y | +183.7% | -54.5% | +238.1% | +244.3% |
| 5Y | +101.3% | -69.1% | +170.4% | +169.6% |
| 10Y | +122.4% | -20.0% | +142.4% | +77.4% |
| All | +147.7% | +180.9% | -33.2% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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