-7.5%
NOC vs ABCL
+138.2%
-145.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.4% | -4.5% |
| 7D | -5.0% | -10.0% | +5.0% | -4.9% |
| 30D | +10.3% | -10.9% | +21.2% | +10.6% |
| 3M | -4.3% | +101.6% | -106.0% | -6.6% |
| 6M | -6.5% | +167.5% | -174.1% | -10.3% |
| YTD | -6.7% | +259.1% | -265.8% | -12.6% |
| 1Y | -7.5% | +152.2% | -159.6% | -10.5% |
| All | -7.5% | +138.2% | -145.7% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling