+88.3%
NOC vs ABCL
-81.3%
+169.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.5% |
| 7D | -5.2% | +0.7% | -5.9% | -5.2% |
| 30D | -7.2% | +93.1% | -100.3% | -7.0% |
| 3M | -5.1% | +79.4% | -84.5% | -4.8% |
| 6M | -31.1% | +214.9% | -245.9% | -30.7% |
| YTD | -8.6% | +234.2% | -242.8% | -8.0% |
| 1Y | -9.7% | +174.8% | -184.5% | -9.2% |
| 3Y | +24.3% | +104.5% | -80.2% | +25.1% |
| 5Y | +52.6% | -39.0% | +91.6% | +51.0% |
| All | +88.3% | -81.3% | +169.6% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling