+191.0%
NOC vs ALB
+85.3%
+105.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.5% |
| 7D | -2.7% | -4.4% | +1.7% | -2.3% |
| 30D | -8.9% | -1.2% | -7.7% | -8.8% |
| 3M | -3.7% | -13.3% | +9.6% | -2.6% |
| 6M | -30.8% | -19.8% | -11.0% | -29.9% |
| YTD | -7.9% | -7.9% | 0.0% | -8.4% |
| 1Y | -9.4% | +60.2% | -69.6% | -15.2% |
| 3Y | +29.0% | -26.4% | +55.4% | +28.2% |
| 5Y | +56.1% | -42.5% | +98.6% | +54.9% |
| All | +191.0% | +85.3% | +105.7% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling