-1.0%
NOC vs ALC
+0.5%
-1.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.0% |
| 7D | -0.3% | +2.3% | -2.6% | -0.8% |
| 30D | +14.1% | +15.5% | -1.4% | +10.7% |
| 3M | -4.6% | +0.6% | -5.2% | -5.0% |
| 6M | +0.7% | +18.4% | -17.7% | -2.3% |
| YTD | -2.6% | -5.6% | +3.0% | -4.1% |
| 1Y | -1.0% | 0.0% | -1.0% | -2.9% |
| All | -1.0% | +0.5% | -1.5% | -2.9% |
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