+6,882.0%
AMD vs NOC
+182.6%
+6,699.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +5.2% |
| 7D | +2.6% | -5.2% | +7.8% | +3.7% |
| 30D | -0.9% | -7.2% | +6.3% | +0.6% |
| 3M | -8.7% | -5.1% | -3.6% | -8.1% |
| 6M | +136.3% | -31.1% | +167.4% | +156.4% |
| YTD | +123.0% | -8.6% | +131.6% | +124.5% |
| 1Y | +195.2% | -9.7% | +204.9% | +197.8% |
| 3Y | +336.3% | +24.3% | +312.1% | +288.6% |
| 5Y | +334.5% | +52.6% | +281.8% | +238.0% |
| All | +6,882.0% | +182.6% | +6,699.4% | +3,666.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling