+63.1%
ADM vs NOC
+56.1%
+7.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -0.1% | -2.7% | +2.6% | +0.7% |
| 30D | +11.0% | -8.9% | +19.9% | +13.8% |
| 3M | +6.0% | -3.7% | +9.7% | +6.7% |
| 6M | +26.9% | -30.8% | +57.7% | +40.8% |
| YTD | +50.0% | -7.9% | +58.0% | +51.2% |
| 1Y | +39.6% | -9.4% | +49.0% | +41.2% |
| 3Y | +18.5% | +29.0% | -10.4% | +3.9% |
| All | +63.1% | +56.1% | +7.1% | +33.9% |
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