+56.7%
NOC vs APA
+177.1%
-120.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.5% | -0.9% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | -10.4% | +9.3% | -19.7% | -11.3% |
| 3M | -5.6% | +23.3% | -28.9% | -8.0% |
| 6M | -30.4% | +39.5% | -69.9% | -33.5% |
| YTD | -8.5% | +87.6% | -96.1% | -15.8% |
| 1Y | -8.3% | +114.2% | -122.6% | -17.2% |
| 3Y | +28.2% | +13.6% | +14.6% | +24.4% |
| 5Y | +56.7% | +175.6% | -118.9% | +33.4% |
| All | +56.7% | +177.1% | -120.3% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling