+1,376.8%
BAC vs NOC
+16,458.4%
-15,081.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.9% |
| 7D | +1.1% | -5.2% | +6.3% | +3.1% |
| 30D | -0.4% | -7.2% | +6.8% | +2.3% |
| 3M | +16.9% | -5.1% | +22.0% | +18.7% |
| 6M | +26.6% | -31.1% | +57.7% | +44.6% |
| YTD | +15.8% | -8.6% | +24.4% | +18.0% |
| 1Y | +27.2% | -9.7% | +36.9% | +29.9% |
| 3Y | +132.4% | +24.3% | +108.1% | +103.3% |
| 5Y | +72.6% | +52.6% | +19.9% | +34.6% |
| 10Y | +389.7% | +183.6% | +206.1% | +194.2% |
| All | +1,376.8% | +16,458.4% | -15,081.6% | +241.1% |
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