-9.4%
NOC vs AR
+17.5%
-26.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -2.7% | -1.8% | -0.9% | -2.7% |
| 30D | -8.9% | +12.6% | -21.4% | -8.7% |
| 3M | -3.7% | +10.0% | -13.7% | -3.6% |
| 6M | -30.8% | +0.6% | -31.4% | -30.8% |
| YTD | -7.9% | +13.4% | -21.4% | -7.6% |
| 1Y | -9.4% | +21.7% | -31.1% | -9.2% |
| All | -9.4% | +17.5% | -26.9% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling