+0.3%
NOC vs APTV
-53.2%
+53.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +4.8% | -1.7% | +6.6% | +4.8% |
| 30D | +11.0% | -11.6% | +22.6% | +10.7% |
| 3M | -3.8% | -21.2% | +17.4% | -4.4% |
| 6M | +0.6% | -28.5% | +29.2% | -0.8% |
| YTD | -2.3% | -49.1% | +46.8% | -5.7% |
| 1Y | +0.3% | -52.2% | +52.4% | -3.0% |
| All | +0.3% | -53.2% | +53.4% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling