+59.1%
NOC vs AU
+686.2%
-627.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +0.8% | -4.3% | +5.0% | +1.1% |
| 30D | -9.7% | +7.3% | -17.0% | -10.4% |
| 3M | -5.6% | +26.3% | -32.0% | -7.7% |
| 6M | -28.6% | +1.8% | -30.3% | -29.2% |
| YTD | -7.9% | +26.8% | -34.7% | -10.5% |
| 1Y | -9.5% | +66.7% | -76.2% | -14.4% |
| 3Y | +28.4% | +579.1% | -550.7% | +6.9% |
| All | +59.1% | +686.2% | -627.1% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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