+6,500.8%
NOC vs ARWR
-98.0%
+6,598.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | 0.0% |
| 7D | -5.8% | -2.9% | -2.9% | -5.8% |
| 30D | +10.9% | -5.4% | +16.3% | +10.9% |
| 3M | -7.1% | -32.2% | +25.1% | -7.0% |
| 6M | -5.3% | -26.5% | +21.2% | -5.3% |
| YTD | -6.8% | -12.4% | +5.6% | -6.8% |
| 1Y | -6.7% | +46.9% | -53.6% | -6.9% |
| 3Y | +17.2% | +116.0% | -98.8% | +16.7% |
| 5Y | +56.3% | -28.0% | +84.2% | +55.9% |
| 10Y | +173.7% | +923.9% | -750.2% | +170.5% |
| All | +6,500.8% | -98.0% | +6,598.8% | +6,720.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling