-14.8%
ACN vs NOC
+24.8%
-39.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | -4.0% | +4.9% | -8.9% | -4.8% |
| 30D | +19.0% | +13.6% | +5.4% | +16.5% |
| 3M | +42.2% | -3.9% | +46.1% | +42.8% |
| 6M | +50.1% | +1.4% | +48.7% | +49.5% |
| YTD | -2.7% | -2.2% | -0.5% | -3.2% |
| 1Y | +7.6% | -1.2% | +8.8% | +6.9% |
| All | -14.8% | +24.8% | -39.6% | -17.4% |
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