+97.3%
BAC vs NOC
+22.9%
+74.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +2.2% |
| 7D | +2.0% | -2.9% | +4.9% | +2.1% |
| 30D | -6.9% | +12.1% | -19.1% | -7.4% |
| 3M | -19.6% | -5.3% | -14.3% | -19.4% |
| 6M | -0.5% | -1.0% | +0.6% | -0.4% |
| YTD | -6.6% | -4.3% | -2.3% | -6.7% |
| 1Y | -3.0% | -3.6% | +0.7% | -3.0% |
| 3Y | +97.3% | +22.9% | +74.4% | +89.0% |
| All | +97.3% | +22.9% | +74.4% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling