+37,071.1%
ADI vs NOC
+16,458.4%
+20,612.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.3% |
| 7D | +0.4% | -5.2% | +5.6% | +2.0% |
| 30D | -3.8% | -7.2% | +3.4% | -1.8% |
| 3M | -15.3% | -5.1% | -10.1% | -14.5% |
| 6M | +6.7% | -31.1% | +37.8% | +18.1% |
| YTD | +34.8% | -8.6% | +43.4% | +36.3% |
| 1Y | +49.0% | -9.7% | +58.8% | +51.1% |
| 3Y | +108.1% | +24.3% | +83.8% | +86.1% |
| 5Y | +142.4% | +52.6% | +89.8% | +97.4% |
| 10Y | +589.9% | +183.6% | +406.3% | +345.1% |
| All | +37,071.1% | +16,458.4% | +20,612.7% | +8,018.0% |
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