+1,697.2%
ACN vs NOC
+2,282.8%
-585.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.4% |
| 7D | -1.5% | -5.2% | +3.7% | +0.3% |
| 30D | +9.4% | -7.2% | +16.6% | +12.2% |
| 3M | +5.6% | -5.1% | +10.8% | +7.8% |
| 6M | -9.3% | -31.1% | +21.8% | +3.0% |
| YTD | -29.0% | -8.6% | -20.4% | -27.4% |
| 1Y | -24.7% | -9.7% | -14.9% | -22.7% |
| 3Y | -39.8% | +24.3% | -64.1% | -46.5% |
| 5Y | -40.9% | +52.6% | -93.5% | -53.1% |
| 10Y | +91.1% | +183.6% | -92.5% | +15.4% |
| All | +1,697.2% | +2,282.8% | -585.5% | +509.2% |
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