-7.5%
NOC vs AUR
-17.4%
+9.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.1% | -4.6% |
| 7D | -5.0% | -19.8% | +14.9% | -5.2% |
| 30D | +10.3% | -29.0% | +39.4% | +10.0% |
| 3M | -4.3% | -43.6% | +39.3% | -4.4% |
| 6M | -6.5% | -36.6% | +30.1% | -7.2% |
| YTD | -6.7% | +6.3% | -13.0% | -10.5% |
| 1Y | -7.5% | -9.0% | +1.5% | -10.6% |
| All | -7.5% | -17.4% | +9.9% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling