+25.6%
NOC vs ACGL
+34.2%
-8.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.1% |
| 7D | -5.2% | -0.7% | -4.4% | -5.0% |
| 30D | -7.2% | -1.0% | -6.2% | -7.0% |
| 3M | -5.1% | +11.0% | -16.2% | -7.1% |
| 6M | -31.1% | -0.3% | -30.7% | -31.1% |
| YTD | -8.6% | +2.3% | -10.9% | -9.1% |
| 1Y | -9.7% | +6.4% | -16.1% | -11.1% |
| All | +25.6% | +34.2% | -8.7% | +17.6% |
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