+5,626.7%
NOC vs ALB
+2,835.3%
+2,791.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | -1.8% |
| 7D | -5.2% | -8.1% | +2.9% | -3.9% |
| 30D | -7.2% | +6.3% | -13.5% | -8.3% |
| 3M | -5.1% | -23.6% | +18.5% | -1.3% |
| 6M | -31.1% | -24.6% | -6.5% | -28.8% |
| YTD | -8.6% | -10.3% | +1.7% | -9.0% |
| 1Y | -9.7% | +61.5% | -71.2% | -19.6% |
| 3Y | +24.3% | -34.0% | +58.3% | +22.3% |
| 5Y | +52.6% | -44.6% | +97.2% | +47.6% |
| 10Y | +183.6% | +76.1% | +107.5% | +94.8% |
| All | +5,626.7% | +2,835.3% | +2,791.4% | +2,129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling