-9.0%
NOC vs APA
+111.4%
-120.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.7% |
| 7D | -1.8% | +0.8% | -2.6% | -1.8% |
| 30D | -9.4% | +9.6% | -19.1% | -10.0% |
| 3M | -3.8% | +18.0% | -21.9% | -4.9% |
| 6M | -28.8% | +41.9% | -70.6% | -31.8% |
| YTD | -7.9% | +86.3% | -94.2% | -15.2% |
| 1Y | -9.0% | +97.9% | -106.9% | -16.7% |
| All | -9.0% | +111.4% | -120.4% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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