-0.1%
NOC vs ACM
-46.1%
+46.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +4.5% | +5.1% | -0.5% | +4.2% |
| 30D | +14.1% | +18.7% | -4.6% | +12.7% |
| 3M | -4.5% | +15.5% | -19.9% | -5.4% |
| 6M | -0.8% | +1.2% | -2.0% | -1.2% |
| YTD | -2.5% | -25.2% | +22.7% | -1.3% |
| 1Y | -0.1% | -46.3% | +46.2% | +2.4% |
| All | -0.1% | -46.1% | +46.0% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling