+65.8%
NOC vs ALK
-31.3%
+97.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | +4.8% | -1.2% | +6.0% | +4.9% |
| 30D | +11.0% | +7.7% | +3.3% | +10.8% |
| 3M | -3.8% | -19.0% | +15.2% | -3.3% |
| 6M | +0.6% | -0.2% | +0.9% | +0.5% |
| YTD | -2.3% | -23.5% | +21.2% | -2.1% |
| 1Y | +0.3% | -9.1% | +9.4% | +0.2% |
| 3Y | +24.6% | +12.0% | +12.6% | +22.9% |
| All | +65.8% | -31.3% | +97.2% | +64.5% |
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