+25.6%
NOC vs ALB
-29.2%
+54.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | -2.4% |
| 7D | -5.2% | -8.1% | +2.9% | -5.1% |
| 30D | -7.2% | +6.3% | -13.5% | -7.3% |
| 3M | -5.1% | -23.6% | +18.5% | -4.8% |
| 6M | -31.1% | -24.6% | -6.5% | -30.8% |
| YTD | -8.6% | -10.3% | +1.7% | -8.7% |
| 1Y | -9.7% | +61.5% | -71.2% | -10.8% |
| All | +25.6% | -29.2% | +54.8% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling