+186.3%
NOC vs AR
+45.1%
+141.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -2.7% | -1.8% | -0.9% | -2.6% |
| 30D | -8.9% | +12.6% | -21.4% | -9.5% |
| 3M | -3.7% | +10.0% | -13.7% | -4.3% |
| 6M | -30.8% | +0.6% | -31.4% | -31.0% |
| YTD | -7.9% | +13.4% | -21.4% | -8.9% |
| 1Y | -9.4% | +21.7% | -31.1% | -10.9% |
| 3Y | +29.0% | +45.8% | -16.9% | +24.2% |
| 5Y | +56.1% | +144.3% | -88.2% | +44.9% |
| 10Y | +186.3% | +41.8% | +144.5% | +161.9% |
| All | +186.3% | +45.1% | +141.1% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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