+6,374.6%
NOC vs ARWR
-97.0%
+6,471.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -5.2% | +1.7% | -6.9% | -5.2% |
| 30D | -7.2% | -0.7% | -6.5% | -7.2% |
| 3M | -5.1% | +14.9% | -20.0% | -5.2% |
| 6M | -31.1% | +32.6% | -63.7% | -31.1% |
| YTD | -8.6% | +30.0% | -38.6% | -8.7% |
| 1Y | -9.7% | +208.4% | -218.1% | -10.1% |
| 3Y | +24.3% | +208.8% | -184.5% | +23.6% |
| 5Y | +52.6% | +27.8% | +24.8% | +52.1% |
| 10Y | +183.6% | +1,107.6% | -924.0% | +180.1% |
| All | +6,374.6% | -97.0% | +6,471.7% | +6,583.4% |
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