+6,642.4%
ABT vs NOC
+16,458.4%
-9,816.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.1% |
| 7D | -3.7% | -5.2% | +1.5% | -2.5% |
| 30D | +2.5% | -7.2% | +9.7% | +4.2% |
| 3M | +20.2% | -5.1% | +25.3% | +21.4% |
| 6M | -2.9% | -31.1% | +28.1% | +5.3% |
| YTD | -11.9% | -8.6% | -3.3% | -10.7% |
| 1Y | -16.5% | -9.7% | -6.8% | -15.2% |
| 3Y | +12.1% | +24.3% | -12.2% | +4.4% |
| 5Y | -7.4% | +52.6% | -60.0% | -19.2% |
| 10Y | +210.7% | +183.6% | +27.1% | +132.8% |
| All | +6,642.4% | +16,458.4% | -9,816.0% | +2,464.8% |
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