+28.9%
NOC vs AS
+125.3%
-96.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | -0.4% |
| 7D | +4.5% | -3.6% | +8.2% | +4.5% |
| 30D | +14.1% | +3.4% | +10.7% | +14.1% |
| 3M | -4.5% | -8.6% | +4.1% | -4.5% |
| 6M | -0.8% | -10.0% | +9.3% | -0.8% |
| YTD | -2.5% | -19.2% | +16.6% | -2.7% |
| 1Y | -0.1% | -3.8% | +3.7% | 0.0% |
| All | +28.9% | +125.3% | -96.4% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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