+1,321.9%
AMAT vs NOC
+160.0%
+1,161.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.8% |
| 7D | +11.4% | +4.8% | +6.5% | +10.2% |
| 30D | -17.0% | +11.0% | -28.1% | -19.1% |
| 3M | -30.6% | -3.8% | -26.8% | -30.2% |
| 6M | -14.9% | +0.6% | -15.6% | -15.9% |
| YTD | +44.7% | -2.3% | +47.0% | +43.1% |
| 1Y | +66.9% | +0.3% | +66.6% | +63.7% |
| 3Y | +153.3% | +24.6% | +128.7% | +125.0% |
| 5Y | +146.2% | +66.0% | +80.3% | +82.4% |
| All | +1,321.9% | +160.0% | +1,161.9% | +716.4% |
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