+189.8%
NOC vs ALM
+2,776.7%
-2,586.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.6% | +10.3% | +0.8% |
| 7D | -1.8% | -7.1% | +5.4% | -1.7% |
| 30D | -9.4% | +24.7% | -34.1% | -9.8% |
| 3M | -3.8% | +8.3% | -12.1% | -4.1% |
| 6M | -28.8% | -22.2% | -6.6% | -28.7% |
| YTD | -7.9% | +88.1% | -96.0% | -8.9% |
| 1Y | -9.0% | +272.4% | -281.4% | -10.7% |
| 3Y | +29.1% | +2,004.1% | -1,975.1% | +24.4% |
| 5Y | +58.9% | +915.8% | -856.8% | +53.5% |
| All | +189.8% | +2,776.7% | -2,586.9% | +176.3% |
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