+56.7%
NOC vs ALB
-61.7%
+118.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -5.8% | +9.1% | -14.9% | -6.1% |
| 30D | +10.9% | -3.4% | +14.3% | +11.0% |
| 3M | -7.1% | -20.6% | +13.5% | -6.4% |
| 6M | -5.3% | -48.2% | +42.8% | -3.4% |
| YTD | -6.8% | -29.2% | +22.4% | -6.2% |
| 1Y | -6.7% | +10.0% | -16.7% | -7.8% |
| 3Y | +17.2% | -12.9% | +30.1% | +15.4% |
| All | +56.7% | -61.7% | +118.5% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling