+55.6%
NOC vs ALLY
+1.6%
+54.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | -5.2% | +3.7% | -8.9% | -5.3% |
| 30D | -7.2% | -2.3% | -4.9% | -7.1% |
| 3M | -5.1% | +3.8% | -8.9% | -5.3% |
| 6M | -31.1% | +9.7% | -40.8% | -31.3% |
| YTD | -8.6% | -1.4% | -7.2% | -8.6% |
| 1Y | -9.7% | +8.2% | -18.0% | -10.0% |
| 3Y | +24.3% | +66.5% | -42.2% | +20.8% |
| All | +55.6% | +1.6% | +54.0% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling