+1,315.3%
AMAT vs NOC
+158.6%
+1,156.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.7% | +8.7% | +10.8% |
| 7D | -1.1% | -2.9% | +1.9% | -0.4% |
| 30D | -26.9% | +12.1% | -39.1% | -28.9% |
| 3M | -31.2% | -5.3% | -25.9% | -30.6% |
| 6M | -14.7% | -1.0% | -13.7% | -15.4% |
| YTD | +44.7% | -4.3% | +49.0% | +43.8% |
| 1Y | +62.0% | -3.6% | +65.6% | +60.5% |
| 3Y | +165.0% | +22.9% | +142.1% | +135.9% |
| 5Y | +147.1% | +60.4% | +86.7% | +85.3% |
| 10Y | +1,315.3% | +161.3% | +1,154.0% | +718.3% |
| All | +1,315.3% | +158.6% | +1,156.6% | +718.3% |
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 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