+61.4%
AMAT vs NOC
-7.1%
+68.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.3% | -4.4% |
| 7D | -11.2% | -5.0% | -6.2% | -12.3% |
| 30D | -31.9% | +10.3% | -42.2% | -30.0% |
| 3M | -32.3% | -4.3% | -28.0% | -32.5% |
| 6M | -5.4% | -6.5% | +1.1% | -3.8% |
| YTD | +44.3% | -6.7% | +51.0% | +40.7% |
| 1Y | +61.4% | -7.5% | +68.9% | +57.3% |
| All | +61.4% | -7.1% | +68.4% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling