+11.5%
ABT vs NOC
+26.5%
-15.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.7% |
| 7D | -3.1% | -2.7% | -0.4% | -2.8% |
| 30D | -2.1% | -8.9% | +6.7% | -0.8% |
| 3M | +17.4% | -3.7% | +21.1% | +17.9% |
| 6M | -2.4% | -30.8% | +28.4% | +1.7% |
| YTD | -14.2% | -7.9% | -6.3% | -13.7% |
| 1Y | -18.3% | -9.4% | -8.9% | -17.7% |
| 3Y | +11.5% | +29.0% | -17.5% | +8.4% |
| All | +11.5% | +26.5% | -15.0% | +8.4% |
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 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