+15,768.5%
NOC vs ALK
+839.9%
+14,928.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.1% | -2.7% |
| 7D | -5.2% | -0.7% | -4.5% | -5.1% |
| 30D | -7.2% | -19.2% | +12.0% | -4.9% |
| 3M | -5.1% | -1.5% | -3.6% | -5.4% |
| 6M | -31.1% | -13.1% | -18.0% | -30.6% |
| YTD | -8.6% | -16.4% | +7.8% | -7.8% |
| 1Y | -9.7% | -33.1% | +23.3% | -6.8% |
| 3Y | +24.3% | +0.6% | +23.7% | +18.8% |
| 5Y | +52.6% | -26.4% | +79.0% | +49.1% |
| 10Y | +183.6% | -34.2% | +217.7% | +166.4% |
| All | +15,768.5% | +839.9% | +14,928.6% | +8,954.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling