+18.9%
NOC vs ADVB
-97.1%
+116.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.0% | -9.5% | +0.4% |
| 7D | +4.9% | +10.5% | -5.6% | +4.8% |
| 30D | +13.6% | -56.0% | +69.6% | +13.9% |
| 3M | -3.9% | -70.1% | +66.3% | -3.4% |
| 6M | +1.4% | -53.7% | +55.1% | +1.7% |
| YTD | -2.2% | -60.3% | +58.1% | -1.6% |
| 1Y | -1.2% | -73.1% | +71.9% | -1.1% |
| All | +18.9% | -97.1% | +116.0% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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