-7.5%
NOC vs AHR
+26.3%
-33.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.2% | -4.9% |
| 7D | -5.0% | +9.5% | -14.4% | -6.4% |
| 30D | +10.3% | +11.7% | -1.3% | +8.4% |
| 3M | -4.3% | +4.0% | -8.3% | -5.3% |
| 6M | -6.5% | +13.5% | -20.1% | -8.7% |
| YTD | -6.7% | +21.6% | -28.3% | -9.2% |
| 1Y | -7.5% | +25.1% | -32.6% | -10.3% |
| All | -7.5% | +26.3% | -33.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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