+60.4%
NOC vs AG
+16.5%
+43.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -2.0% | +2.5% |
| 7D | -2.9% | +10.8% | -13.8% | -3.4% |
| 30D | +12.1% | -8.2% | +20.3% | +12.5% |
| 3M | -5.3% | -13.7% | +8.4% | -4.9% |
| 6M | -1.0% | -27.3% | +26.3% | 0.0% |
| YTD | -4.3% | -4.6% | +0.2% | -5.2% |
| 1Y | -3.6% | +39.4% | -43.0% | -6.5% |
| 3Y | +22.9% | +244.1% | -221.2% | +11.4% |
| 5Y | +60.4% | +16.8% | +43.6% | +57.0% |
| All | +60.4% | +16.5% | +43.9% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling