+95.5%
AMD vs NOC
-7.1%
+102.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | -0.5% |
| 7D | -15.5% | -5.0% | -10.5% | -16.9% |
| 30D | -22.6% | +10.3% | -33.0% | -19.9% |
| 3M | -5.7% | -4.3% | -1.4% | -5.8% |
| 6M | +43.1% | -6.5% | +49.6% | +44.0% |
| YTD | +128.2% | -6.7% | +135.0% | +136.2% |
| 1Y | +95.5% | -7.5% | +103.0% | +98.3% |
| All | +95.5% | -7.1% | +102.5% | +98.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling