-7.5%
NOC vs ALLY
+4.2%
-11.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.8% | -8.3% | -4.6% |
| 7D | -5.0% | +2.4% | -7.3% | -5.0% |
| 30D | +10.3% | +5.6% | +4.8% | +10.2% |
| 3M | -4.3% | -11.7% | +7.4% | -4.1% |
| 6M | -6.5% | -7.0% | +0.5% | -6.7% |
| YTD | -6.7% | -10.4% | +3.7% | -5.8% |
| 1Y | -7.5% | +2.4% | -9.9% | -5.6% |
| All | -7.5% | +4.2% | -11.7% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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