+189.8%
NOC vs APTV
-16.1%
+205.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.8% | -5.0% | +5.8% | +1.1% |
| 30D | -9.7% | -6.1% | -3.6% | -9.3% |
| 3M | -5.6% | -33.0% | +27.3% | -3.1% |
| 6M | -28.6% | -35.2% | +6.7% | -26.7% |
| YTD | -7.9% | -40.1% | +32.3% | -5.0% |
| 1Y | -9.5% | -45.6% | +36.1% | -6.1% |
| 3Y | +28.4% | -54.4% | +82.7% | +34.1% |
| 5Y | +59.0% | -68.9% | +127.9% | +70.3% |
| All | +189.8% | -16.1% | +205.9% | +185.6% |
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