+162.8%
NOC vs APD
+187.0%
-24.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +14.1% | +11.0% | +3.1% | +10.7% |
| 3M | -4.6% | +1.3% | -6.0% | -5.1% |
| 6M | +0.7% | +6.4% | -5.6% | -1.3% |
| YTD | -2.6% | +28.9% | -31.5% | -10.1% |
| 1Y | -1.0% | +23.2% | -24.2% | -7.6% |
| 3Y | +24.5% | +26.3% | -1.8% | +12.0% |
| 5Y | +64.3% | +12.0% | +52.3% | +51.4% |
| 10Y | +162.8% | +183.2% | -20.4% | +62.8% |
| All | +162.8% | +187.0% | -24.2% | +62.8% |
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