+1,225.7%
NOC vs AG
+445.6%
+780.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.2% |
| 3M | -5.1% | +6.2% | -11.3% | -5.7% |
| 6M | -31.1% | -26.7% | -4.4% | -30.4% |
| YTD | -8.6% | +26.1% | -34.7% | -10.6% |
| 1Y | -9.7% | +131.7% | -141.4% | -14.9% |
| 3Y | +24.3% | +255.3% | -231.1% | +12.3% |
| 5Y | +52.6% | +61.9% | -9.3% | +41.7% |
| 10Y | +183.6% | +72.0% | +111.6% | +149.0% |
| All | +1,225.7% | +445.6% | +780.1% | +714.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling