+3,603.0%
NOC vs ATI
+1,117.2%
+2,485.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -2.9% |
| 7D | -5.2% | -0.1% | -5.1% | -5.2% |
| 30D | -7.2% | +2.7% | -9.9% | -7.6% |
| 3M | -5.1% | +16.3% | -21.4% | -7.3% |
| 6M | -31.1% | +30.2% | -61.2% | -34.0% |
| YTD | -8.6% | +83.6% | -92.1% | -16.4% |
| 1Y | -9.7% | +173.0% | -182.7% | -22.0% |
| 3Y | +24.3% | +356.6% | -332.4% | -2.4% |
| 5Y | +52.6% | +1,074.2% | -1,021.6% | +2.8% |
| 10Y | +183.6% | +1,136.2% | -952.6% | +71.6% |
| All | +3,603.0% | +1,117.2% | +2,485.9% | +1,936.5% |
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 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