+500.0%
APP vs NOC
+68.0%
+432.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | +71.2% | -5.8% | +77.0% | +69.7% |
| 30D | +39.1% | +10.9% | +28.2% | +41.5% |
| 3M | +16.5% | -7.1% | +23.7% | +15.5% |
| 6M | -16.6% | -5.3% | -11.2% | -16.9% |
| YTD | -41.9% | -6.8% | -35.1% | -42.2% |
| 1Y | -37.0% | -6.7% | -30.3% | -37.3% |
| 3Y | +892.4% | +17.2% | +875.3% | +919.9% |
| 5Y | +297.3% | +56.3% | +241.0% | +327.6% |
| All | +500.0% | +68.0% | +432.0% | +535.1% |
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