-9.7%
NOC vs AG
+125.2%
-134.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.4% |
| 7D | -5.2% | +1.0% | -6.2% | -5.2% |
| 30D | -7.2% | +19.2% | -26.4% | -8.1% |
| 3M | -5.1% | +6.2% | -11.3% | -5.6% |
| 6M | -31.1% | -26.7% | -4.4% | -30.3% |
| YTD | -8.6% | +26.1% | -34.7% | -10.4% |
| 1Y | -9.7% | +131.7% | -141.4% | -13.2% |
| All | -9.7% | +125.2% | -134.9% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling