+480.0%
NOC vs ALLY
+98.1%
+382.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | -5.8% | +0.9% | -6.8% | -6.0% |
| 30D | +10.9% | +3.1% | +7.8% | +10.4% |
| 3M | -7.1% | -12.6% | +5.5% | -5.5% |
| 6M | -5.3% | -12.4% | +7.1% | -3.8% |
| YTD | -6.8% | -13.2% | +6.3% | -5.5% |
| 1Y | -6.7% | +1.8% | -8.5% | -7.5% |
| 3Y | +17.2% | +58.0% | -40.8% | +6.0% |
| 5Y | +56.3% | -8.4% | +64.7% | +51.2% |
| 10Y | +173.7% | +195.3% | -21.5% | +97.8% |
| All | +480.0% | +98.1% | +382.0% | +370.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling