+1,591.4%
AMAT vs NOC
+182.6%
+1,408.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.9% |
| 7D | -1.5% | -5.2% | +3.7% | -0.3% |
| 30D | -14.8% | -7.2% | -7.6% | -13.4% |
| 3M | -9.3% | -5.1% | -4.2% | -8.7% |
| 6M | +27.4% | -31.1% | +58.5% | +39.5% |
| YTD | +77.6% | -8.6% | +86.2% | +78.8% |
| 1Y | +188.9% | -9.7% | +198.7% | +191.3% |
| 3Y | +202.3% | +24.3% | +178.0% | +165.5% |
| 5Y | +248.9% | +52.6% | +196.3% | +164.8% |
| All | +1,591.4% | +182.6% | +1,408.8% | +868.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling