-8.3%
NOC vs AG
+124.1%
-132.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -10.4% | +12.5% | -22.8% | -10.9% |
| 3M | -5.6% | +28.2% | -33.8% | -7.0% |
| 6M | -30.4% | -18.8% | -11.6% | -29.9% |
| YTD | -8.5% | +27.4% | -35.9% | -10.2% |
| 1Y | -8.3% | +132.2% | -140.5% | -11.0% |
| All | -8.3% | +124.1% | -132.4% | -11.0% |
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 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