+56.7%
NOC vs ALK
-34.8%
+91.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.1% |
| 7D | -5.8% | +9.0% | -14.9% | -6.0% |
| 30D | +10.9% | -1.6% | +12.5% | +10.9% |
| 3M | -7.1% | -23.2% | +16.1% | -6.5% |
| 6M | -5.3% | -3.9% | -1.5% | -5.4% |
| YTD | -6.8% | -22.6% | +15.8% | -6.6% |
| 1Y | -6.7% | -5.3% | -1.4% | -6.8% |
| 3Y | +17.2% | +18.6% | -1.4% | +15.4% |
| All | +56.7% | -34.8% | +91.5% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling