+100.6%
NOC vs ABCL
-79.6%
+180.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | -0.3% | +2.3% | -2.6% | -0.3% |
| 30D | +14.1% | -0.7% | +14.8% | +14.1% |
| 3M | -4.6% | +33.4% | -38.0% | -4.5% |
| 6M | +0.7% | +137.8% | -137.1% | +1.2% |
| YTD | -2.6% | +264.3% | -266.9% | -1.9% |
| 1Y | -1.0% | +209.2% | -210.1% | -0.4% |
| 3Y | +24.5% | +208.4% | -183.9% | +25.6% |
| 5Y | +64.3% | -11.9% | +76.2% | +63.5% |
| All | +100.6% | -79.6% | +180.2% | +98.8% |
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