+56.7%
NOC vs ATI
+1,086.3%
-1,029.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.6% | +2.4% | -4.0% | -1.8% |
| 30D | -10.4% | -9.5% | -0.9% | -9.6% |
| 3M | -5.6% | +10.4% | -16.0% | -6.8% |
| 6M | -30.4% | +31.8% | -62.2% | -32.6% |
| YTD | -8.5% | +80.0% | -88.5% | -14.2% |
| 1Y | -8.3% | +175.8% | -184.2% | -17.7% |
| 3Y | +28.2% | +364.2% | -336.0% | +6.1% |
| 5Y | +56.7% | +1,076.9% | -1,020.1% | +23.9% |
| All | +56.7% | +1,086.3% | -1,029.6% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling