+1,140.3%
NOC vs BAH
+886.2%
+254.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.1% |
| 7D | -5.2% | -3.2% | -1.9% | -4.2% |
| 30D | -7.2% | +2.0% | -9.2% | -7.8% |
| 3M | -5.1% | -7.6% | +2.5% | -3.2% |
| 6M | -31.1% | -5.7% | -25.4% | -30.5% |
| YTD | -8.6% | -11.7% | +3.1% | -6.7% |
| 1Y | -9.7% | -27.4% | +17.6% | -2.7% |
| 3Y | +24.3% | -32.5% | +56.8% | +31.3% |
| 5Y | +52.6% | -3.3% | +56.0% | +41.0% |
| 10Y | +183.6% | +186.0% | -2.4% | +93.2% |
| All | +1,140.3% | +886.2% | +254.1% | +502.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling