+24.3%
NOC vs ACGL
+33.3%
-9.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +4.5% | -1.2% | +5.7% | +4.8% |
| 30D | +14.1% | +12.8% | +1.3% | +10.6% |
| 3M | -4.5% | +12.3% | -16.7% | -7.2% |
| 6M | -0.8% | +15.8% | -16.6% | -4.3% |
| YTD | -2.5% | +13.9% | -16.4% | -5.8% |
| 1Y | -0.1% | +19.0% | -19.1% | -4.5% |
| All | +24.3% | +33.3% | -9.0% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 3y: compounded portfolio wealth divided by compounded ACGL 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…
3y analysis · Full analysis span regression · 6 months rolling