+161.3%
NOC vs ALLY
+201.0%
-39.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.7% | +2.6% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +12.1% | +3.4% | +8.7% | +11.6% |
| 3M | -5.3% | -11.1% | +5.8% | -3.9% |
| 6M | -1.0% | -11.5% | +10.5% | +0.3% |
| YTD | -4.3% | -12.3% | +8.0% | -3.1% |
| 1Y | -3.6% | +1.1% | -4.8% | -4.3% |
| 3Y | +22.9% | +64.8% | -41.9% | +10.9% |
| 5Y | +60.4% | -6.9% | +67.3% | +55.4% |
| 10Y | +161.3% | +194.9% | -33.7% | +102.8% |
| All | +161.3% | +201.0% | -39.8% | +102.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling