+65.8%
NOC vs BAH
+6.1%
+59.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +4.8% | +1.7% | +3.1% | +4.4% |
| 30D | +11.0% | +20.8% | -9.7% | +5.5% |
| 3M | -3.8% | +11.6% | -15.4% | -6.8% |
| 6M | +0.6% | +23.1% | -22.5% | -5.5% |
| YTD | -2.3% | +5.3% | -7.6% | -5.4% |
| 1Y | +0.3% | +6.1% | -5.9% | -3.4% |
| 3Y | +24.6% | -27.5% | +52.1% | +25.6% |
| All | +65.8% | +6.1% | +59.7% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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