+65.8%
NOC vs ALLY
-10.0%
+75.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | +4.8% | +0.4% | +4.5% | +4.8% |
| 30D | +11.0% | +5.2% | +5.8% | +10.8% |
| 3M | -3.8% | -13.3% | +9.5% | -3.4% |
| 6M | +0.6% | -6.7% | +7.3% | +0.8% |
| YTD | -2.3% | -12.8% | +10.5% | -1.9% |
| 1Y | +0.3% | +0.7% | -0.4% | +0.2% |
| 3Y | +24.6% | +65.2% | -40.6% | +20.9% |
| All | +65.8% | -10.0% | +75.8% | +63.8% |
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 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