+65.8%
NOC vs AR
+99.4%
-33.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +4.8% | +7.4% | -2.5% | +4.2% |
| 30D | +11.0% | +5.8% | +5.3% | +10.5% |
| 3M | -3.8% | +5.2% | -9.0% | -4.3% |
| 6M | +0.6% | +5.4% | -4.8% | 0.0% |
| YTD | -2.3% | +12.4% | -14.7% | -3.8% |
| 1Y | +0.3% | +12.8% | -12.6% | -1.5% |
| 3Y | +24.6% | +47.2% | -22.6% | +16.6% |
| All | +65.8% | +99.4% | -33.6% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling