+1,979.7%
NOC vs AGI
+5,381.0%
-3,401.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.7% |
| 7D | -2.7% | +4.4% | -7.1% | -2.8% |
| 30D | -8.9% | +10.0% | -18.8% | -9.2% |
| 3M | -3.7% | +1.7% | -5.4% | -3.8% |
| 6M | -30.8% | -26.8% | -4.0% | -30.3% |
| YTD | -7.9% | -5.3% | -2.6% | -8.1% |
| 1Y | -9.4% | +11.5% | -20.9% | -10.1% |
| 3Y | +29.0% | +212.9% | -184.0% | +23.7% |
| 5Y | +56.1% | +388.8% | -332.7% | +47.3% |
| 10Y | +186.3% | +383.6% | -197.3% | +165.6% |
| All | +1,979.7% | +5,381.0% | -3,401.2% | +1,608.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling