+11.1%
NOC vs ADVB
-88.3%
+99.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | -5.2% | -3.8% | -1.4% | -5.2% |
| 30D | -7.2% | +17.6% | -24.8% | -7.3% |
| 3M | -5.1% | +119.1% | -124.2% | -5.3% |
| 6M | -31.1% | +103.4% | -134.4% | -31.0% |
| YTD | -8.6% | +59.8% | -68.4% | -8.6% |
| 1Y | -9.7% | +8.5% | -18.3% | -10.0% |
| All | +11.1% | -88.3% | +99.4% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling