+67.6%
AA vs NOC
+25.0%
+42.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.2% | -4.5% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | -5.0% | +14.1% | -19.1% | -5.9% |
| 3M | -22.2% | -4.6% | -17.6% | -22.0% |
| 6M | -36.3% | +0.7% | -37.1% | -36.4% |
| YTD | -24.2% | -2.6% | -21.6% | -23.3% |
| 1Y | +3.9% | -1.0% | +4.8% | +5.2% |
| 3Y | +67.6% | +24.5% | +43.1% | +54.7% |
| All | +67.6% | +25.0% | +42.6% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 3y: compounded portfolio wealth divided by compounded NOC 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…
3y analysis · Full analysis span regression · 6 months rolling