+365.7%
ALAB vs NOC
+15.4%
+350.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.6% | -6.7% |
| 7D | +3.2% | -2.7% | +5.9% | +2.2% |
| 30D | -13.6% | -8.9% | -4.7% | -16.4% |
| 3M | -16.6% | -3.7% | -12.9% | -16.9% |
| 6M | +142.3% | -30.8% | +173.1% | +120.5% |
| YTD | +73.6% | -7.9% | +81.6% | +74.3% |
| 1Y | +33.7% | -9.4% | +43.1% | +33.9% |
| All | +365.7% | +15.4% | +350.3% | +444.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling