+40,736.5%
ADI vs NOC
+17,598.2%
+23,138.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | +9.5% | +4.8% | +4.6% | +8.0% |
| 30D | -1.4% | +11.0% | -12.4% | -4.5% |
| 3M | +4.7% | -3.8% | +8.5% | +5.5% |
| 6M | -7.4% | +0.6% | -8.1% | -8.5% |
| YTD | +48.1% | -2.3% | +50.3% | +46.5% |
| 1Y | +69.6% | +0.3% | +69.4% | +66.4% |
| 3Y | +144.4% | +24.6% | +119.8% | +119.1% |
| 5Y | +134.1% | +66.0% | +68.1% | +85.8% |
| 10Y | +632.8% | +161.2% | +471.6% | +385.8% |
| All | +40,736.5% | +17,598.2% | +23,138.2% | +8,622.6% |
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