+157.4%
NOC vs ALM
+2,100.8%
-1,943.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.5% | +0.1% |
| 7D | +4.8% | +1.2% | +3.6% | +4.8% |
| 30D | +11.0% | -19.3% | +30.4% | +11.3% |
| 3M | -3.8% | -40.6% | +36.9% | -3.3% |
| 6M | +0.6% | -57.9% | +58.6% | +1.5% |
| YTD | -2.3% | -6.7% | +4.4% | -2.5% |
| 1Y | +0.3% | +20.2% | -19.9% | -0.3% |
| 3Y | +24.6% | +879.4% | -854.8% | +21.8% |
| 5Y | +66.0% | +415.3% | -349.3% | +62.3% |
| All | +157.4% | +2,100.8% | -1,943.4% | +151.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling