+18.9%
NOC vs AHR
+357.7%
-338.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -1.6% | -4.3% | +2.8% | -1.2% |
| 30D | -10.4% | -3.1% | -7.3% | -10.2% |
| 3M | -5.6% | +15.7% | -21.3% | -6.8% |
| 6M | -30.4% | +4.1% | -34.5% | -30.8% |
| YTD | -8.5% | +15.4% | -23.9% | -9.6% |
| 1Y | -8.3% | +28.0% | -36.3% | -10.1% |
| All | +18.9% | +357.7% | -338.8% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling