+56.7%
NOC vs ALM
+958.0%
-901.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.6% | -0.5% |
| 7D | -1.6% | +3.6% | -5.2% | -1.7% |
| 30D | -10.4% | +33.8% | -44.2% | -11.1% |
| 3M | -5.6% | +14.8% | -20.4% | -6.2% |
| 6M | -30.4% | -7.0% | -23.4% | -30.6% |
| YTD | -8.5% | +108.1% | -116.5% | -10.2% |
| 1Y | -8.3% | +313.8% | -322.1% | -10.9% |
| 3Y | +28.2% | +2,227.6% | -2,199.4% | +22.6% |
| 5Y | +56.7% | +956.6% | -899.9% | +52.3% |
| All | +56.7% | +958.0% | -901.3% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling