+161.4%
NOC vs ARWR
+1,021.8%
-860.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | +4.9% | -19.9% | +24.8% | +5.8% |
| 30D | +13.6% | -18.7% | +32.3% | +14.5% |
| 3M | -3.9% | -44.7% | +40.8% | -1.6% |
| 6M | +1.4% | -36.5% | +37.9% | +3.0% |
| YTD | -2.2% | -25.7% | +23.5% | -1.6% |
| 1Y | -1.2% | +18.9% | -20.1% | -2.8% |
| 3Y | +25.0% | +83.1% | -58.1% | +17.9% |
| 5Y | +66.0% | -34.9% | +100.9% | +62.1% |
| 10Y | +161.4% | +1,080.9% | -919.5% | +115.0% |
| All | +161.4% | +1,021.8% | -860.4% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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