+25.6%
NOC vs ACM
-19.2%
+44.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -5.2% | -3.7% | -1.4% | -4.8% |
| 30D | -7.2% | -11.1% | +3.9% | -6.2% |
| 3M | -5.1% | -8.0% | +2.9% | -4.5% |
| 6M | -31.1% | -29.7% | -1.4% | -28.4% |
| YTD | -8.6% | -29.4% | +20.8% | -5.5% |
| 1Y | -9.7% | -46.4% | +36.7% | -3.4% |
| All | +25.6% | -19.2% | +44.8% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling