+156.8%
NOC vs ALB
+34.2%
+122.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.2% |
| 7D | +4.5% | -3.6% | +8.1% | +4.9% |
| 30D | +14.1% | -2.9% | +16.9% | +14.2% |
| 3M | -4.5% | -25.8% | +21.4% | -2.1% |
| 6M | -0.8% | -53.6% | +52.8% | +5.8% |
| YTD | -2.5% | -32.4% | +29.9% | -0.5% |
| 1Y | -0.1% | -13.0% | +12.9% | -0.7% |
| 3Y | +24.6% | -15.0% | +39.6% | +19.7% |
| 5Y | +65.6% | -63.5% | +129.1% | +73.7% |
| All | +156.8% | +34.2% | +122.6% | +108.7% |
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