+3,633.9%
NOC vs ACGL
+4,940.3%
-1,306.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.9% | -1.4% | +6.2% | +5.2% |
| 30D | +13.6% | +12.4% | +1.2% | +10.5% |
| 3M | -3.9% | +11.1% | -15.0% | -6.2% |
| 6M | +1.4% | +16.3% | -14.9% | -2.2% |
| YTD | -2.2% | +13.8% | -16.0% | -5.4% |
| 1Y | -1.2% | +20.4% | -21.6% | -5.7% |
| 3Y | +25.0% | +33.6% | -8.5% | +15.3% |
| 5Y | +66.0% | +176.8% | -110.8% | +27.6% |
| 10Y | +161.4% | +324.6% | -163.2% | +79.7% |
| All | +3,633.9% | +4,940.3% | -1,306.4% | +1,771.4% |
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