+161.4%
NOC vs APD
+187.5%
-26.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +4.9% | -1.2% | +6.0% | +5.2% |
| 30D | +13.6% | +11.0% | +2.6% | +10.2% |
| 3M | -3.9% | +2.6% | -6.4% | -4.7% |
| 6M | +1.4% | +4.8% | -3.4% | -0.2% |
| YTD | -2.2% | +31.0% | -33.2% | -10.1% |
| 1Y | -1.2% | +23.4% | -24.6% | -7.8% |
| 3Y | +25.0% | +28.4% | -3.3% | +11.9% |
| 5Y | +66.0% | +15.2% | +50.8% | +51.4% |
| 10Y | +161.4% | +190.7% | -29.3% | +59.4% |
| All | +161.4% | +187.5% | -26.1% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling