+56.1%
NOC vs ALC
-15.6%
+71.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.9% |
| 7D | -2.7% | -3.7% | +1.0% | -2.3% |
| 30D | -8.9% | -3.7% | -5.1% | -8.5% |
| 3M | -3.7% | +4.6% | -8.2% | -4.1% |
| 6M | -30.8% | -14.6% | -16.2% | -30.0% |
| YTD | -7.9% | -11.9% | +3.9% | -7.3% |
| 1Y | -9.4% | -13.1% | +3.7% | -8.7% |
| 3Y | +29.0% | -15.0% | +44.0% | +29.9% |
| 5Y | +56.1% | -16.2% | +72.2% | +55.1% |
| All | +56.1% | -15.6% | +71.7% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling