+291.9%
AA vs NOC
+16,458.4%
-16,166.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.2% |
| 7D | -0.7% | -5.2% | +4.5% | +1.3% |
| 30D | +5.0% | -7.2% | +12.2% | +7.7% |
| 3M | -35.8% | -5.1% | -30.7% | -34.8% |
| 6M | -18.4% | -31.1% | +12.7% | -6.7% |
| YTD | -5.5% | -8.6% | +3.1% | -3.1% |
| 1Y | +61.0% | -9.7% | +70.7% | +65.5% |
| 3Y | +66.2% | +24.3% | +41.9% | +45.8% |
| 5Y | +11.4% | +52.6% | -41.2% | -11.3% |
| 10Y | +116.9% | +183.6% | -66.7% | +34.4% |
| All | +291.9% | +16,458.4% | -16,166.5% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling