+33.9%
ALNY vs NOC
+58.2%
-24.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -6.5% | +0.8% | -7.3% | -6.7% |
| 30D | +11.0% | -9.7% | +20.7% | +13.1% |
| 3M | -14.1% | -5.6% | -8.4% | -13.3% |
| 6M | -22.4% | -28.6% | +6.2% | -18.0% |
| YTD | -37.5% | -7.9% | -29.6% | -37.0% |
| 1Y | -46.9% | -9.5% | -37.4% | -46.4% |
| 3Y | +22.1% | +28.4% | -6.3% | +14.1% |
| All | +33.9% | +58.2% | -24.4% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling