+122.2%
NOK vs AU
+755.5%
-633.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.7% |
| 7D | +11.0% | -4.3% | +15.2% | +11.5% |
| 30D | +7.8% | +7.3% | +0.5% | +6.8% |
| 3M | -21.0% | +26.3% | -47.3% | -23.3% |
| 6M | +40.9% | +1.8% | +39.1% | +39.5% |
| YTD | +72.0% | +26.8% | +45.2% | +65.7% |
| 1Y | +140.9% | +66.7% | +74.2% | +124.5% |
| 3Y | +194.3% | +579.1% | -384.8% | +130.6% |
| 5Y | +112.5% | +689.3% | -576.8% | +60.8% |
| 10Y | +137.7% | +686.6% | -548.9% | +68.1% |
| All | +122.2% | +755.5% | -633.3% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling