+469.0%
NOC vs ALLY
+124.8%
+344.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -5.2% | +3.7% | -8.9% | -5.6% |
| 30D | -7.2% | -2.3% | -4.9% | -6.9% |
| 3M | -5.1% | +3.8% | -8.9% | -5.7% |
| 6M | -31.1% | +9.7% | -40.8% | -32.1% |
| YTD | -8.6% | -1.4% | -7.2% | -8.8% |
| 1Y | -9.7% | +8.2% | -18.0% | -11.2% |
| 3Y | +24.3% | +66.5% | -42.2% | +11.8% |
| 5Y | +52.6% | +1.2% | +51.4% | +45.8% |
| 10Y | +183.6% | +191.4% | -7.8% | +106.7% |
| All | +469.0% | +124.8% | +344.1% | +354.3% |
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 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