-22.2%
AMAT vs NOC
-5.2%
-17.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.3% | +4.2% |
| 7D | -14.7% | -5.8% | -8.9% | -18.0% |
| 30D | -36.1% | +10.9% | -47.0% | -30.5% |
| 3M | -36.9% | -7.1% | -29.8% | -39.4% |
| 6M | -22.2% | -5.3% | -16.9% | -20.4% |
| All | -22.2% | -5.2% | -17.0% | -20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling