+1,183.5%
NOC vs APTV
+138.4%
+1,045.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | +4.5% | -5.0% | +9.5% | +5.1% |
| 30D | +14.1% | -12.3% | +26.4% | +15.6% |
| 3M | -4.5% | -19.9% | +15.5% | -2.4% |
| 6M | -0.8% | -29.4% | +28.6% | +2.1% |
| YTD | -2.5% | -49.0% | +46.5% | +3.6% |
| 1Y | -0.1% | -53.1% | +53.0% | +7.2% |
| 3Y | +24.6% | -48.9% | +73.5% | +29.7% |
| 5Y | +65.6% | -77.2% | +142.8% | +90.3% |
| 10Y | +160.5% | -26.8% | +187.3% | +123.4% |
| All | +1,183.5% | +138.4% | +1,045.1% | +633.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling