+1,278.0%
AAPL vs NOC
+192.5%
+1,085.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.8% | +0.8% | +3.1% | +3.7% |
| 30D | +9.9% | -9.7% | +19.6% | +12.5% |
| 3M | +12.5% | -5.6% | +18.1% | +13.8% |
| 6M | +27.6% | -28.6% | +56.2% | +37.3% |
| YTD | +22.6% | -7.9% | +30.4% | +23.4% |
| 1Y | +45.0% | -9.5% | +54.5% | +46.4% |
| 3Y | +87.8% | +28.4% | +59.4% | +67.9% |
| 5Y | +128.7% | +59.0% | +69.7% | +83.8% |
| All | +1,278.0% | +192.5% | +1,085.5% | +869.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling