+40.1%
ALAB vs NOC
-9.7%
+49.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +3.8% |
| 7D | +9.6% | -1.6% | +11.2% | +9.1% |
| 30D | -5.3% | -10.4% | +5.1% | -8.8% |
| 3M | -12.0% | -5.6% | -6.4% | -12.6% |
| 6M | +145.7% | -30.4% | +176.1% | +142.4% |
| YTD | +80.7% | -8.5% | +89.1% | +80.3% |
| 1Y | +40.1% | -8.3% | +48.5% | +43.2% |
| All | +40.1% | -9.7% | +49.8% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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