-2.7%
NOC vs ALK
-4.9%
+2.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.4% | +2.4% |
| 7D | -2.9% | +8.9% | -11.8% | -3.2% |
| 30D | +12.1% | +5.9% | +6.2% | +11.9% |
| 3M | -5.3% | -16.5% | +11.3% | -4.2% |
| 6M | -1.0% | +2.1% | -3.1% | -1.6% |
| YTD | -4.3% | -17.1% | +12.8% | -4.8% |
| All | -2.7% | -4.9% | +2.2% | -2.8% |
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