+56.7%
NOC vs APTV
-69.9%
+126.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.6% |
| 7D | -1.6% | -1.2% | -0.4% | -1.6% |
| 30D | -10.4% | -10.6% | +0.3% | -10.4% |
| 3M | -5.6% | -35.0% | +29.4% | -5.8% |
| 6M | -30.4% | -38.9% | +8.5% | -30.5% |
| YTD | -8.5% | -41.5% | +33.0% | -8.7% |
| 1Y | -8.3% | -45.8% | +37.5% | -8.5% |
| 3Y | +28.2% | -55.7% | +83.9% | +28.7% |
| 5Y | +56.7% | -70.1% | +126.8% | +53.0% |
| All | +56.7% | -69.9% | +126.6% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling