+157.4%
NOC vs ATI
+961.4%
-804.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +4.0% | +0.7% |
| 7D | +4.8% | +4.2% | +0.7% | +4.3% |
| 30D | +11.0% | -2.5% | +13.6% | +11.1% |
| 3M | -3.8% | -19.4% | +15.6% | -1.6% |
| 6M | +0.6% | +11.1% | -10.4% | -1.5% |
| YTD | -2.3% | +59.5% | -61.8% | -9.0% |
| 1Y | +0.3% | +85.8% | -85.5% | -8.5% |
| 3Y | +24.6% | +311.9% | -287.3% | -0.2% |
| 5Y | +66.0% | +963.2% | -897.3% | +14.0% |
| All | +157.4% | +961.4% | -804.0% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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