-41.3%
ALNY vs NOC
-10.0%
-31.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.8% |
| 7D | +12.2% | -5.2% | +17.4% | +12.7% |
| 30D | +16.3% | -7.2% | +23.5% | +17.1% |
| 3M | -12.4% | -5.1% | -7.3% | -12.1% |
| 6M | -18.7% | -31.1% | +12.4% | -21.0% |
| YTD | -33.1% | -8.6% | -24.5% | -30.5% |
| 1Y | -41.3% | -9.7% | -31.6% | -38.9% |
| All | -41.3% | -10.0% | -31.3% | -38.9% |
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