+20.8%
NOC vs AS
+120.4%
-99.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.1% | -2.5% |
| 7D | -5.2% | -4.9% | -0.3% | -5.2% |
| 30D | -7.2% | -19.6% | +12.4% | -7.4% |
| 3M | -5.1% | -14.4% | +9.3% | -5.2% |
| 6M | -31.1% | -20.1% | -10.9% | -31.2% |
| YTD | -8.6% | -20.9% | +12.4% | -8.8% |
| 1Y | -9.7% | -21.9% | +12.1% | -9.9% |
| All | +20.8% | +120.4% | -99.5% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling