+25.6%
NOC vs AR
+40.7%
-15.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | -5.2% | +2.5% | -7.7% | -5.3% |
| 30D | -7.2% | +14.8% | -22.0% | -7.8% |
| 3M | -5.1% | +6.2% | -11.3% | -5.4% |
| 6M | -31.1% | +4.3% | -35.4% | -31.3% |
| YTD | -8.6% | +14.4% | -22.9% | -9.5% |
| 1Y | -9.7% | +21.3% | -31.1% | -11.1% |
| All | +25.6% | +40.7% | -15.2% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling