+162.8%
NOC vs ACM
+133.7%
+29.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | -0.3% | +6.6% | -6.9% | -1.8% |
| 30D | +14.1% | +19.8% | -5.6% | +9.3% |
| 3M | -4.6% | -3.1% | -1.5% | -4.4% |
| 6M | +0.7% | -11.5% | +12.2% | +2.7% |
| YTD | -2.6% | -24.7% | +22.1% | +2.8% |
| 1Y | -1.0% | -45.1% | +44.1% | +13.0% |
| 3Y | +24.5% | -8.9% | +33.4% | +22.3% |
| 5Y | +64.3% | +5.4% | +58.9% | +53.1% |
| 10Y | +162.8% | +131.1% | +31.7% | +90.2% |
| All | +162.8% | +133.7% | +29.1% | +90.2% |
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