+126.7%
AMAT vs NOC
+56.0%
+70.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.3% | +4.2% |
| 7D | -14.7% | -5.8% | -8.9% | -15.0% |
| 30D | -36.1% | +10.9% | -47.0% | -35.7% |
| 3M | -36.9% | -7.1% | -29.8% | -36.9% |
| 6M | -22.2% | -5.3% | -16.9% | -22.0% |
| YTD | +29.9% | -6.8% | +36.7% | +30.2% |
| 1Y | +43.3% | -6.7% | +50.0% | +43.6% |
| 3Y | +142.7% | +17.2% | +125.5% | +142.1% |
| All | +126.7% | +56.0% | +70.7% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling