+60.4%
NOC vs APD
+12.1%
+48.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.6% | +2.4% |
| 7D | -2.9% | -1.6% | -1.4% | -2.7% |
| 30D | +12.1% | +10.6% | +1.5% | +10.6% |
| 3M | -5.3% | +2.5% | -7.8% | -5.6% |
| 6M | -1.0% | +6.0% | -7.0% | -1.9% |
| YTD | -4.3% | +28.4% | -32.7% | -7.5% |
| 1Y | -3.6% | +22.2% | -25.8% | -6.4% |
| 3Y | +22.9% | +26.6% | -3.7% | +17.8% |
| 5Y | +60.4% | +11.8% | +48.6% | +59.8% |
| All | +60.4% | +12.1% | +48.3% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling