+189.3%
NOC vs ACM
+124.8%
+64.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.1% |
| 7D | -1.6% | -3.7% | +2.1% | -0.7% |
| 30D | -10.4% | -12.7% | +2.3% | -7.7% |
| 3M | -5.6% | -9.8% | +4.2% | -3.8% |
| 6M | -30.4% | -31.4% | +1.0% | -24.3% |
| YTD | -8.5% | -32.1% | +23.6% | -0.8% |
| 1Y | -8.3% | -47.8% | +39.5% | +6.0% |
| 3Y | +28.2% | -22.1% | +50.3% | +31.1% |
| 5Y | +56.7% | +1.8% | +54.9% | +46.5% |
| 10Y | +189.3% | +132.5% | +56.8% | +97.1% |
| All | +189.3% | +124.8% | +64.6% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling