+92.0%
NOC vs ABCL
-80.5%
+172.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.7% | -6.8% | 0.0% |
| 7D | -5.8% | -3.2% | -2.7% | -5.8% |
| 30D | +10.9% | -7.4% | +18.3% | +10.9% |
| 3M | -7.1% | +81.9% | -89.0% | -6.9% |
| 6M | -5.3% | +135.7% | -141.1% | -4.9% |
| YTD | -6.8% | +247.4% | -254.2% | -6.2% |
| 1Y | -6.7% | +162.3% | -169.0% | -6.3% |
| 3Y | +17.2% | +165.5% | -148.3% | +18.2% |
| 5Y | +56.3% | -21.3% | +77.5% | +55.2% |
| All | +92.0% | -80.5% | +172.5% | +90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling