+670.9%
NOC vs ALM
+7,705.7%
-7,034.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.5% |
| 7D | -5.2% | -2.6% | -2.6% | -5.2% |
| 30D | -7.2% | +32.0% | -39.2% | -7.3% |
| 3M | -5.1% | -15.0% | +9.9% | -5.1% |
| 6M | -31.1% | -10.1% | -20.9% | -31.1% |
| YTD | -8.6% | +99.4% | -108.0% | -8.8% |
| 1Y | -9.7% | +316.4% | -326.1% | -10.0% |
| 3Y | +24.3% | +2,022.0% | -1,997.7% | +23.4% |
| 5Y | +52.6% | +941.2% | -888.6% | +51.6% |
| 10Y | +183.6% | +2,950.3% | -2,766.8% | +180.8% |
| All | +670.9% | +7,705.7% | -7,034.8% | +654.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling