+1,094.1%
BAC vs NOC
+17,539.7%
-16,445.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.4% |
| 7D | +2.1% | -0.3% | +2.4% | +2.0% |
| 30D | -6.7% | +14.1% | -20.8% | -11.5% |
| 3M | -20.2% | -4.6% | -15.6% | -19.2% |
| 6M | -0.2% | +0.7% | -0.9% | -1.4% |
| YTD | -6.4% | -2.6% | -3.8% | -7.2% |
| 1Y | -3.1% | -1.0% | -2.1% | -4.6% |
| 3Y | +96.7% | +24.5% | +72.2% | +72.2% |
| 5Y | +21.3% | +64.3% | -43.0% | -8.1% |
| 10Y | +237.7% | +162.8% | +74.9% | +108.3% |
| All | +1,094.1% | +17,539.7% | -16,445.6% | +168.2% |
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