+620.2%
ADI vs NOC
+160.0%
+460.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | +9.5% | +4.8% | +4.6% | +8.5% |
| 30D | -1.4% | +11.0% | -12.4% | -3.4% |
| 3M | +4.7% | -3.8% | +8.5% | +5.3% |
| 6M | -7.4% | +0.6% | -8.1% | -8.0% |
| YTD | +48.1% | -2.3% | +50.3% | +46.9% |
| 1Y | +69.6% | +0.3% | +69.4% | +67.2% |
| 3Y | +144.4% | +24.6% | +119.8% | +123.7% |
| 5Y | +134.1% | +66.0% | +68.1% | +87.6% |
| All | +620.2% | +160.0% | +460.1% | +369.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling