-9.4%
NOC vs ALK
-35.5%
+26.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.9% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -8.9% | -18.5% | +9.6% | -7.8% |
| 3M | -3.7% | -3.6% | -0.1% | -4.0% |
| 6M | -30.8% | -3.7% | -27.1% | -31.0% |
| YTD | -7.9% | -19.0% | +11.1% | -7.9% |
| 1Y | -9.4% | -36.0% | +26.6% | -6.8% |
| All | -9.4% | -35.5% | +26.1% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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