+6,695.8%
ABT vs NOC
+17,598.2%
-10,902.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.1% |
| 7D | -1.3% | +4.8% | -6.1% | -2.3% |
| 30D | +6.0% | +11.0% | -5.0% | +3.4% |
| 3M | -1.9% | -3.8% | +1.9% | -1.3% |
| 6M | +31.2% | +0.6% | +30.5% | +30.4% |
| YTD | -11.2% | -2.3% | -8.9% | -11.6% |
| 1Y | -14.0% | +0.3% | -14.2% | -14.8% |
| 3Y | +20.7% | +24.6% | -3.9% | +12.4% |
| 5Y | -6.7% | +66.0% | -72.7% | -20.1% |
| 10Y | +226.3% | +161.2% | +65.1% | +148.1% |
| All | +6,695.8% | +17,598.2% | -10,902.4% | +2,440.4% |
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 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