-7.8%
NOC vs ALB
+74.6%
-82.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.7% |
| 7D | -2.7% | -4.4% | +1.7% | -2.6% |
| 30D | -8.9% | -1.2% | -7.7% | -8.8% |
| 3M | -3.7% | -13.3% | +9.6% | -3.5% |
| 6M | -30.8% | -19.8% | -11.0% | -30.4% |
| YTD | -7.9% | -7.9% | 0.0% | -8.0% |
| All | -7.8% | +74.6% | -82.4% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling