+156.8%
NOC vs AG
+80.4%
+76.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +4.9% | -0.2% |
| 7D | +4.5% | -6.0% | +10.6% | +4.7% |
| 30D | +14.1% | -14.3% | +28.4% | +14.6% |
| 3M | -4.5% | -26.9% | +22.5% | -3.6% |
| 6M | -0.8% | -42.1% | +41.4% | +0.8% |
| YTD | -2.5% | -15.9% | +13.3% | -2.7% |
| 1Y | -0.1% | +11.5% | -11.6% | -1.4% |
| 3Y | +24.6% | +208.0% | -183.4% | +17.2% |
| 5Y | +65.6% | +2.4% | +63.2% | +59.6% |
| All | +156.8% | +80.4% | +76.4% | +138.0% |
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