+16,510.8%
NOC vs APD
+6,318.0%
+10,192.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.6% | +2.1% |
| 7D | -2.9% | -1.6% | -1.4% | -2.5% |
| 30D | +12.1% | +10.6% | +1.5% | +9.0% |
| 3M | -5.3% | +2.5% | -7.8% | -6.0% |
| 6M | -1.0% | +6.0% | -7.0% | -2.9% |
| YTD | -4.3% | +28.4% | -32.7% | -11.3% |
| 1Y | -3.6% | +22.2% | -25.8% | -9.7% |
| 3Y | +22.9% | +26.6% | -3.7% | +11.3% |
| 5Y | +60.4% | +11.8% | +48.6% | +47.8% |
| 10Y | +161.3% | +187.8% | -26.5% | +79.1% |
| All | +16,510.8% | +6,318.0% | +10,192.7% | +5,065.6% |
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