+133.5%
ADI vs NOC
+56.3%
+77.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | +2.6% | -1.6% | +4.2% | +2.7% |
| 30D | -4.6% | -10.4% | +5.8% | -4.4% |
| 3M | -9.5% | -5.6% | -3.9% | -9.4% |
| 6M | +14.8% | -30.4% | +45.2% | +16.5% |
| YTD | +35.8% | -8.5% | +44.3% | +35.8% |
| 1Y | +48.9% | -8.3% | +57.3% | +48.9% |
| 3Y | +115.6% | +28.2% | +87.3% | +109.4% |
| All | +133.5% | +56.3% | +77.3% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling