-9.7%
NOC vs BUD
+36.8%
-46.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -5.2% | +0.3% | -5.5% | -5.2% |
| 30D | -7.2% | -5.7% | -1.5% | -6.8% |
| 3M | -5.1% | +3.1% | -8.2% | -5.8% |
| 6M | -31.1% | +7.9% | -38.9% | -32.1% |
| YTD | -8.6% | +27.3% | -35.9% | -11.2% |
| 1Y | -9.7% | +37.8% | -47.5% | -11.3% |
| All | -9.7% | +36.8% | -46.5% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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