+50.9%
NOC vs AUR
-35.0%
+85.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.6% | +11.1% | -12.7% | -1.5% |
| 30D | -10.4% | -6.9% | -3.5% | -10.4% |
| 3M | -5.6% | +5.5% | -11.1% | -5.6% |
| 6M | -30.4% | +41.0% | -71.4% | -30.3% |
| YTD | -8.5% | +69.3% | -77.8% | -8.2% |
| 1Y | -8.3% | +14.0% | -22.4% | -8.3% |
| 3Y | +28.2% | +90.1% | -61.8% | +28.7% |
| 5Y | +56.7% | -34.4% | +91.1% | +53.5% |
| All | +50.9% | -35.0% | +85.9% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling