+1,113.9%
NOC vs ACM
+250.7%
+863.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.5% | +1.4% |
| 7D | -2.9% | +6.9% | -9.8% | -4.6% |
| 30D | +12.1% | +19.1% | -6.9% | +7.3% |
| 3M | -5.3% | -6.9% | +1.7% | -4.1% |
| 6M | -1.0% | -12.0% | +11.0% | +1.0% |
| YTD | -4.3% | -25.1% | +20.8% | +1.2% |
| 1Y | -3.6% | -45.4% | +41.8% | +10.2% |
| 3Y | +22.9% | -6.9% | +29.8% | +20.6% |
| 5Y | +60.4% | +3.7% | +56.6% | +51.3% |
| 10Y | +161.3% | +135.8% | +25.5% | +87.4% |
| All | +1,113.9% | +250.7% | +863.3% | +594.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling