+157.4%
NOC vs APTV
-27.4%
+184.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +4.8% | -1.7% | +6.6% | +5.0% |
| 30D | +11.0% | -11.6% | +22.6% | +12.0% |
| 3M | -3.8% | -21.2% | +17.4% | -2.3% |
| 6M | +0.6% | -28.5% | +29.2% | +2.5% |
| YTD | -2.3% | -49.1% | +46.8% | +1.9% |
| 1Y | +0.3% | -52.2% | +52.4% | +5.1% |
| 3Y | +24.6% | -48.6% | +73.2% | +28.0% |
| 5Y | +66.0% | -77.3% | +143.3% | +84.4% |
| All | +157.4% | -27.4% | +184.8% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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