+115,377.5%
AMAT vs NOC
+17,556.4%
+97,821.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.2% | -3.5% |
| 7D | +19.3% | +4.5% | +14.8% | +17.7% |
| 30D | -17.9% | +14.1% | -32.0% | -21.5% |
| 3M | -30.4% | -4.5% | -26.0% | -29.8% |
| 6M | -11.4% | -0.8% | -10.7% | -12.6% |
| YTD | +48.8% | -2.5% | +51.3% | +46.7% |
| 1Y | +66.0% | -0.1% | +66.1% | +62.2% |
| 3Y | +158.8% | +24.6% | +134.2% | +127.5% |
| 5Y | +153.2% | +65.6% | +87.6% | +94.2% |
| 10Y | +1,370.6% | +160.5% | +1,210.1% | +839.9% |
| All | +115,377.5% | +17,556.4% | +97,821.1% | +21,450.2% |
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