+3,585.7%
ALNY vs NOC
+1,665.4%
+1,920.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -3.5% | -1.6% | -1.9% | -2.9% |
| 30D | +18.9% | -10.4% | +29.3% | +24.8% |
| 3M | -13.3% | -5.6% | -7.7% | -11.5% |
| 6M | -20.3% | -30.4% | +10.1% | -6.4% |
| YTD | -35.1% | -8.5% | -26.6% | -33.8% |
| 1Y | -46.5% | -8.3% | -38.2% | -45.6% |
| 3Y | +28.1% | +28.2% | -0.1% | +6.5% |
| 5Y | +36.1% | +56.7% | -20.6% | -3.0% |
| 10Y | +269.7% | +189.3% | +80.3% | +63.1% |
| All | +3,585.7% | +1,665.4% | +1,920.3% | +406.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling