+2,325.1%
ACN vs NOC
+2,440.8%
-115.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.3% |
| 7D | -5.7% | +4.5% | -10.3% | -7.2% |
| 30D | +17.0% | +14.1% | +3.0% | +11.6% |
| 3M | +39.9% | -4.5% | +44.3% | +41.6% |
| 6M | +50.2% | -0.8% | +51.0% | +50.3% |
| YTD | -4.2% | -2.5% | -1.6% | -4.4% |
| 1Y | +4.3% | -0.1% | +4.4% | +3.0% |
| 3Y | -17.1% | +24.6% | -41.7% | -26.1% |
| 5Y | -26.5% | +65.6% | -92.1% | -43.3% |
| 10Y | +147.7% | +160.5% | -12.8% | +54.9% |
| All | +2,325.1% | +2,440.8% | -115.6% | +701.8% |
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