+248.5%
ALAB vs NOC
+22.1%
+226.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | +0.4% |
| 7D | -7.5% | -0.3% | -7.2% | -7.9% |
| 30D | -36.8% | +14.1% | -51.0% | -32.9% |
| 3M | -31.9% | -4.6% | -27.2% | -32.3% |
| 6M | +8.2% | +0.7% | +7.5% | +11.0% |
| YTD | +29.9% | -2.6% | +32.6% | +34.6% |
| 1Y | +24.4% | -1.0% | +25.4% | +29.8% |
| All | +248.5% | +22.1% | +226.4% | +320.5% |
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