+114.0%
NOK vs AR
-27.2%
+141.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.7% |
| 7D | -1.8% | +2.5% | -4.3% | -2.0% |
| 30D | +4.7% | +14.8% | -10.1% | +3.1% |
| 3M | -39.7% | +6.2% | -45.9% | -40.1% |
| 6M | +23.1% | +4.3% | +18.8% | +22.0% |
| YTD | +55.0% | +14.4% | +40.7% | +52.0% |
| 1Y | +118.0% | +21.3% | +96.7% | +111.6% |
| 3Y | +170.5% | +39.8% | +130.7% | +154.2% |
| 5Y | +84.9% | +142.1% | -57.2% | +60.7% |
| 10Y | +112.0% | +52.0% | +59.9% | +83.2% |
| All | +114.0% | -27.2% | +141.2% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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