+29.0%
NOC vs APA
+9.3%
+19.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.6% |
| 7D | -2.7% | -1.7% | -1.0% | -2.6% |
| 30D | -8.9% | +15.7% | -24.6% | -9.8% |
| 3M | -3.7% | +16.5% | -20.1% | -4.9% |
| 6M | -30.8% | +35.1% | -65.9% | -32.8% |
| YTD | -7.9% | +82.2% | -90.2% | -13.1% |
| 1Y | -9.4% | +102.5% | -111.9% | -15.4% |
| 3Y | +29.0% | +10.3% | +18.7% | +33.0% |
| All | +29.0% | +9.3% | +19.6% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling