+3,844.8%
NOC vs ATI
+955.8%
+2,889.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +1.9% |
| 7D | -0.3% | +1.3% | -1.6% | -0.5% |
| 30D | +14.1% | -4.8% | +18.9% | +14.5% |
| 3M | -4.6% | -19.9% | +15.3% | -2.2% |
| 6M | +0.7% | +15.4% | -14.6% | -2.0% |
| YTD | -2.6% | +59.2% | -61.8% | -9.6% |
| 1Y | -1.0% | +86.3% | -87.2% | -10.1% |
| 3Y | +24.5% | +318.2% | -293.7% | -1.4% |
| 5Y | +64.3% | +958.6% | -894.3% | +12.2% |
| 10Y | +162.8% | +996.8% | -834.0% | +61.8% |
| All | +3,844.8% | +955.8% | +2,889.1% | +2,102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling