+157.4%
NOC vs AG
+76.0%
+81.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +0.3% |
| 7D | +4.8% | -10.0% | +14.8% | +5.2% |
| 30D | +11.0% | -10.5% | +21.5% | +11.4% |
| 3M | -3.8% | -27.3% | +23.5% | -2.9% |
| 6M | +0.6% | -43.0% | +43.6% | +2.3% |
| YTD | -2.3% | -17.9% | +15.6% | -2.4% |
| 1Y | +0.3% | +11.9% | -11.7% | -1.1% |
| 3Y | +24.6% | +201.8% | -177.2% | +17.3% |
| 5Y | +66.0% | -0.1% | +66.1% | +60.2% |
| All | +157.4% | +76.0% | +81.4% | +138.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling