+112.9%
NOC vs ALC
+24.0%
+88.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.1% |
| 7D | -5.2% | -2.1% | -3.1% | -4.8% |
| 30D | -7.2% | -0.1% | -7.1% | -7.2% |
| 3M | -5.1% | +5.9% | -11.0% | -6.1% |
| 6M | -31.1% | -15.9% | -15.1% | -29.2% |
| YTD | -8.6% | -10.1% | +1.5% | -7.3% |
| 1Y | -9.7% | -10.2% | +0.5% | -8.6% |
| 3Y | +24.3% | -13.6% | +37.8% | +25.1% |
| 5Y | +52.6% | -15.1% | +67.8% | +53.2% |
| All | +112.9% | +24.0% | +88.9% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling