+157.4%
NOC vs ALLY
+174.3%
-16.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +4.8% | +0.4% | +4.5% | +4.8% |
| 30D | +11.0% | +5.2% | +5.8% | +10.3% |
| 3M | -3.8% | -13.3% | +9.5% | -2.1% |
| 6M | +0.6% | -6.7% | +7.3% | +1.3% |
| YTD | -2.3% | -12.8% | +10.5% | -1.0% |
| 1Y | +0.3% | +0.7% | -0.4% | -0.4% |
| 3Y | +24.6% | +65.2% | -40.6% | +12.4% |
| 5Y | +66.0% | -10.1% | +76.1% | +62.0% |
| All | +157.4% | +174.3% | -16.9% | +103.3% |
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