+606.0%
NOC vs AR
-29.4%
+635.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | +4.9% | +2.1% | +2.8% | +4.7% |
| 30D | +13.6% | +4.5% | +9.1% | +13.3% |
| 3M | -3.9% | +1.0% | -4.9% | -4.0% |
| 6M | +1.4% | +4.4% | -3.0% | +1.0% |
| YTD | -2.2% | +10.9% | -13.1% | -3.1% |
| 1Y | -1.2% | +8.6% | -9.8% | -2.1% |
| 3Y | +25.0% | +48.5% | -23.5% | +20.5% |
| 5Y | +66.0% | +95.7% | -29.7% | +56.2% |
| 10Y | +161.4% | +55.5% | +106.0% | +132.4% |
| All | +606.0% | -29.4% | +635.5% | +561.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling