-41.9%
ACN vs NOC
+26.5%
-68.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.2% |
| 7D | -4.8% | -2.7% | -2.1% | -4.5% |
| 30D | +1.9% | -8.9% | +10.7% | +3.2% |
| 3M | +3.9% | -3.7% | +7.5% | +4.5% |
| 6M | -15.0% | -30.8% | +15.8% | -12.9% |
| YTD | -31.9% | -7.9% | -24.0% | -31.5% |
| 1Y | -28.5% | -9.4% | -19.1% | -27.9% |
| 3Y | -41.9% | +29.0% | -70.9% | -42.6% |
| All | -41.9% | +26.5% | -68.4% | -42.6% |
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