+218.1%
AA vs NOC
+17,556.4%
-17,338.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +5.3% | +4.5% | +0.7% | +3.6% |
| 30D | -2.3% | +14.1% | -16.3% | -7.3% |
| 3M | -20.8% | -4.5% | -16.4% | -20.1% |
| 6M | -39.8% | -0.8% | -39.1% | -40.2% |
| YTD | -23.3% | -2.5% | -20.8% | -23.7% |
| 1Y | +1.8% | -0.1% | +1.9% | +0.4% |
| 3Y | +69.5% | +24.6% | +44.9% | +48.7% |
| 5Y | -18.0% | +65.6% | -83.6% | -36.9% |
| 10Y | +45.7% | +160.5% | -114.9% | -7.4% |
| All | +218.1% | +17,556.4% | -17,338.4% | -17.7% |
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 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