+58.9%
NOC vs JAAA
+26.8%
+32.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.8% | +0.1% | -1.8% | -1.8% |
| 30D | -9.4% | +0.4% | -9.9% | -9.5% |
| 3M | -3.8% | +1.2% | -5.0% | -3.9% |
| 6M | -28.8% | +2.7% | -31.4% | -28.8% |
| YTD | -7.9% | +3.2% | -11.1% | -7.9% |
| 1Y | -9.0% | +4.8% | -13.9% | -9.2% |
| 3Y | +29.1% | +19.0% | +10.1% | +32.0% |
| 5Y | +58.9% | +26.8% | +32.2% | +67.4% |
| All | +58.9% | +26.8% | +32.1% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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