+109.8%
AAPL vs NOC
+55.2%
+54.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -3.0% | -1.6% | -1.4% | -2.9% |
| 30D | +2.3% | -10.4% | +12.7% | +3.0% |
| 3M | +8.6% | -5.6% | +14.2% | +8.9% |
| 6M | +21.6% | -30.4% | +52.0% | +24.0% |
| YTD | +16.3% | -8.5% | +24.8% | +16.3% |
| 1Y | +35.1% | -8.3% | +43.4% | +35.0% |
| 3Y | +79.4% | +28.2% | +51.2% | +70.8% |
| 5Y | +109.8% | +56.7% | +53.1% | +89.5% |
| All | +109.8% | +55.2% | +54.7% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling