+189.8%
NOC vs ATI
+1,155.5%
-965.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.3% | +1.1% |
| 7D | -1.8% | -2.7% | +0.9% | -1.5% |
| 30D | -9.4% | -13.5% | +4.1% | -7.9% |
| 3M | -3.8% | +8.5% | -12.4% | -5.1% |
| 6M | -28.8% | +25.2% | -53.9% | -31.2% |
| YTD | -7.9% | +73.4% | -81.3% | -14.7% |
| 1Y | -9.0% | +160.5% | -169.6% | -20.2% |
| 3Y | +29.1% | +347.3% | -318.2% | +2.8% |
| 5Y | +58.9% | +1,049.0% | -990.0% | +9.0% |
| All | +189.8% | +1,155.5% | -965.7% | +81.8% |
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