+21.9%
BAC vs NOC
+60.7%
-38.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +2.0% |
| 7D | +2.0% | -2.9% | +4.9% | +2.3% |
| 30D | -6.9% | +12.1% | -19.1% | -8.2% |
| 3M | -19.6% | -5.3% | -14.3% | -19.1% |
| 6M | -0.5% | -1.0% | +0.6% | -0.5% |
| YTD | -6.6% | -4.3% | -2.3% | -6.8% |
| 1Y | -3.0% | -3.6% | +0.7% | -3.2% |
| 3Y | +97.3% | +22.9% | +74.4% | +88.1% |
| 5Y | +21.9% | +60.4% | -38.5% | +6.4% |
| All | +21.9% | +60.7% | -38.9% | +6.4% |
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