+16,804.7%
NOC vs APA
+871.0%
+15,933.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | -0.3% | -5.5% | +5.2% | +0.4% |
| 30D | +14.1% | -1.2% | +15.3% | +14.2% |
| 3M | -4.6% | +10.6% | -15.2% | -6.0% |
| 6M | +0.7% | +28.4% | -27.7% | -2.8% |
| YTD | -2.6% | +89.7% | -92.4% | -10.9% |
| 1Y | -1.0% | +90.6% | -91.6% | -9.5% |
| 3Y | +24.5% | +36.9% | -12.4% | +15.6% |
| 5Y | +64.3% | +83.2% | -18.9% | +43.4% |
| 10Y | +162.8% | -0.1% | +162.9% | +116.8% |
| All | +16,804.7% | +871.0% | +15,933.7% | +12,016.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling