+161.4%
NOC vs ALLY
+182.4%
-21.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | +4.9% | -2.8% | +7.6% | +5.2% |
| 30D | +13.6% | +1.9% | +11.7% | +13.3% |
| 3M | -3.9% | -12.1% | +8.3% | -2.3% |
| 6M | +1.4% | -9.0% | +10.4% | +2.4% |
| YTD | -2.2% | -12.9% | +10.7% | -0.9% |
| 1Y | -1.2% | -0.1% | -1.1% | -1.8% |
| 3Y | +25.0% | +64.6% | -39.6% | +12.8% |
| 5Y | +66.0% | -10.1% | +76.1% | +62.0% |
| 10Y | +161.4% | +176.7% | -15.3% | +103.6% |
| All | +161.4% | +182.4% | -21.0% | +103.6% |
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 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