+2,629.7%
NOC vs AU
+789.2%
+1,840.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | -10.4% | +12.3% | -22.7% | -11.1% |
| 3M | -5.6% | +29.4% | -35.0% | -7.2% |
| 6M | -30.4% | +3.2% | -33.6% | -30.9% |
| YTD | -8.5% | +31.8% | -40.3% | -10.6% |
| 1Y | -8.3% | +83.4% | -91.7% | -12.4% |
| 3Y | +28.2% | +623.1% | -594.9% | +12.2% |
| 5Y | +56.7% | +700.5% | -643.8% | +35.1% |
| 10Y | +189.3% | +717.6% | -528.2% | +139.7% |
| All | +2,629.7% | +789.2% | +1,840.5% | +1,956.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling