+15,879.4%
NOC vs AFL
+18,542.8%
-2,663.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | -2.7% | -0.7% | -1.9% | -2.5% |
| 30D | -8.9% | -7.1% | -1.7% | -7.3% |
| 3M | -3.7% | +0.4% | -4.1% | -3.8% |
| 6M | -30.8% | +4.5% | -35.3% | -31.6% |
| YTD | -7.9% | +6.1% | -14.0% | -9.4% |
| 1Y | -9.4% | +10.6% | -20.0% | -11.7% |
| 3Y | +29.0% | +64.0% | -35.1% | +14.1% |
| 5Y | +56.1% | +133.7% | -77.7% | +26.6% |
| 10Y | +186.3% | +298.0% | -111.8% | +101.8% |
| All | +15,879.4% | +18,542.8% | -2,663.4% | +5,683.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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