-2.9%
ABT vs NOC
-31.4%
+28.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.4% |
| 7D | -3.7% | -5.2% | +1.5% | -2.0% |
| 30D | +2.5% | -7.2% | +9.7% | +4.9% |
| 3M | +20.2% | -5.1% | +25.3% | +21.9% |
| 6M | -2.9% | -31.1% | +28.1% | +6.1% |
| All | -2.9% | -31.4% | +28.5% | +6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling