+3,458.0%
NOC vs ACGL
+4,853.1%
-1,395.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +2.9% | +0.6% |
| 7D | -5.8% | +0.9% | -6.7% | -6.1% |
| 30D | +10.9% | +13.7% | -2.8% | +7.6% |
| 3M | -7.1% | +8.0% | -15.2% | -8.8% |
| 6M | -5.3% | +13.3% | -18.6% | -8.2% |
| YTD | -6.8% | +11.8% | -18.6% | -9.5% |
| 1Y | -6.7% | +22.2% | -29.0% | -11.3% |
| 3Y | +17.2% | +32.5% | -15.3% | +8.2% |
| 5Y | +56.3% | +160.2% | -103.9% | +21.8% |
| 10Y | +173.7% | +338.5% | -164.8% | +87.2% |
| All | +3,458.0% | +4,853.1% | -1,395.0% | +1,690.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling