+56.1%
NOC vs ACM
+4.8%
+51.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | -8.9% | -12.9% | +4.1% | -6.8% |
| 3M | -3.7% | -6.4% | +2.7% | -2.9% |
| 6M | -30.8% | -29.2% | -1.6% | -26.6% |
| YTD | -7.9% | -29.9% | +22.0% | -2.6% |
| 1Y | -9.4% | -47.3% | +37.8% | +1.4% |
| 3Y | +29.0% | -19.6% | +48.6% | +29.0% |
| 5Y | +56.1% | +5.5% | +50.5% | +46.7% |
| All | +56.1% | +4.8% | +51.3% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling