-2.7%
NOC vs ABCL
+199.8%
-202.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.5% | +2.6% |
| 7D | -2.9% | +12.4% | -15.3% | -3.0% |
| 30D | +12.1% | -0.4% | +12.5% | +12.1% |
| 3M | -5.3% | +80.4% | -85.6% | -7.1% |
| 6M | -1.0% | +138.5% | -139.6% | -4.3% |
| YTD | -4.3% | +265.5% | -269.8% | -10.5% |
| All | -2.7% | +199.8% | -202.4% | -6.9% |
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