+15,768.5%
NOC vs APD
+6,115.6%
+9,652.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | -5.2% | -2.2% | -3.0% | -4.6% |
| 30D | -7.2% | +2.1% | -9.3% | -7.7% |
| 3M | -5.1% | +7.2% | -12.3% | -7.0% |
| 6M | -31.1% | +11.2% | -42.3% | -33.3% |
| YTD | -8.6% | +24.4% | -33.0% | -14.5% |
| 1Y | -9.7% | +6.7% | -16.4% | -12.2% |
| 3Y | +24.3% | +9.2% | +15.0% | +17.1% |
| 5Y | +52.6% | +27.4% | +25.3% | +35.1% |
| 10Y | +183.6% | +164.8% | +18.8% | +99.1% |
| All | +15,768.5% | +6,115.6% | +9,652.8% | +4,884.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling