-9.7%
NOC vs ALM
+318.3%
-328.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.4% |
| 7D | -5.2% | -2.6% | -2.6% | -5.0% |
| 30D | -7.2% | +32.0% | -39.2% | -8.9% |
| 3M | -5.1% | -15.0% | +9.9% | -4.7% |
| 6M | -31.1% | -10.1% | -20.9% | -31.4% |
| YTD | -8.6% | +99.4% | -108.0% | -13.7% |
| 1Y | -9.7% | +316.4% | -326.1% | -15.6% |
| All | -9.7% | +318.3% | -328.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling