-7.8%
NOC vs ALC
-13.1%
+5.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.1% |
| 7D | -2.7% | -3.7% | +1.0% | -2.0% |
| 30D | -8.9% | -3.7% | -5.1% | -8.2% |
| 3M | -3.7% | +4.6% | -8.2% | -4.4% |
| 6M | -30.8% | -14.6% | -16.2% | -29.7% |
| YTD | -7.9% | -11.9% | +3.9% | -7.5% |
| All | -7.8% | -13.1% | +5.3% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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