+721.2%
NOC vs ALM
+3,516.3%
-2,795.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.2% | +9.0% | +1.8% |
| 7D | -0.3% | -6.3% | +6.0% | -0.3% |
| 30D | +14.1% | -31.4% | +45.5% | +14.2% |
| 3M | -4.6% | -40.6% | +35.9% | -4.5% |
| 6M | +0.7% | -58.6% | +59.4% | +0.9% |
| YTD | -2.6% | -7.6% | +5.0% | -2.7% |
| 1Y | -1.0% | +13.8% | -14.8% | -1.1% |
| 3Y | +24.5% | +842.1% | -817.6% | +23.8% |
| 5Y | +64.3% | +407.4% | -343.1% | +63.5% |
| 10Y | +162.8% | +2,079.4% | -1,916.6% | +160.4% |
| All | +721.2% | +3,516.3% | -2,795.1% | +705.0% |
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