+115.1%
NOK vs AU
+686.2%
-571.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.7% |
| 7D | +11.0% | -4.3% | +15.2% | +11.6% |
| 30D | +7.8% | +7.3% | +0.5% | +6.6% |
| 3M | -21.0% | +26.3% | -47.3% | -23.9% |
| 6M | +40.9% | +1.8% | +39.1% | +39.0% |
| YTD | +72.0% | +26.8% | +45.2% | +64.6% |
| 1Y | +140.9% | +66.7% | +74.2% | +122.1% |
| 3Y | +194.3% | +579.1% | -384.8% | +120.5% |
| All | +115.1% | +686.2% | -571.1% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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