+24.5%
NOC vs ATI
+325.6%
-301.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +1.8% |
| 7D | -0.3% | +1.3% | -1.6% | -0.4% |
| 30D | +14.1% | -4.8% | +18.9% | +14.3% |
| 3M | -4.6% | -19.9% | +15.3% | -3.4% |
| 6M | +0.7% | +15.4% | -14.6% | -0.9% |
| YTD | -2.6% | +59.2% | -61.8% | -6.6% |
| 1Y | -1.0% | +86.3% | -87.2% | -6.0% |
| 3Y | +24.5% | +318.2% | -293.7% | +9.6% |
| All | +24.5% | +325.6% | -301.1% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling