+189.8%
NOC vs AGI
+392.3%
-202.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.8% | -2.7% | +3.5% | +0.9% |
| 30D | -9.7% | +7.2% | -16.9% | -10.1% |
| 3M | -5.6% | +4.3% | -9.9% | -6.0% |
| 6M | -28.6% | -27.1% | -1.5% | -27.7% |
| YTD | -7.9% | -6.6% | -1.3% | -8.0% |
| 1Y | -9.5% | +9.5% | -19.0% | -10.4% |
| 3Y | +28.4% | +208.4% | -180.1% | +21.5% |
| 5Y | +59.0% | +401.6% | -342.7% | +47.3% |
| All | +189.8% | +392.3% | -202.5% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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