+100,756.0%
AMAT vs NOC
+16,780.9%
+83,975.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.3% | +4.2% |
| 7D | -14.7% | -5.8% | -8.9% | -13.1% |
| 30D | -36.1% | +10.9% | -47.0% | -38.4% |
| 3M | -36.9% | -7.1% | -29.8% | -35.8% |
| 6M | -22.2% | -5.3% | -16.9% | -22.1% |
| YTD | +29.9% | -6.8% | +36.7% | +29.9% |
| 1Y | +43.3% | -6.7% | +50.0% | +43.0% |
| 3Y | +142.7% | +17.2% | +125.5% | +117.4% |
| 5Y | +126.2% | +56.3% | +69.9% | +76.7% |
| 10Y | +1,211.7% | +173.7% | +1,038.0% | +721.6% |
| All | +100,756.0% | +16,780.9% | +83,975.1% | +18,977.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling